-43.7%
TSCO vs FDX
+76.4%
-120.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.7% | -3.3% | -2.4% | -4.8% |
| 30D | -8.8% | -4.5% | -4.2% | -7.7% |
| 3M | +6.3% | -7.3% | +13.7% | +8.4% |
| 6M | -32.3% | +7.5% | -39.8% | -33.7% |
| YTD | -32.7% | +35.1% | -67.8% | -36.4% |
| 1Y | -43.7% | +71.4% | -115.1% | -48.3% |
| All | -43.7% | +76.4% | -120.1% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling