-17.3%
TSCO vs FDX
+59.1%
-76.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.3% |
| 7D | -2.5% | -2.3% | -0.1% | -1.9% |
| 30D | -1.1% | -4.9% | +3.8% | 0.0% |
| 3M | +14.3% | -6.5% | +20.7% | +15.8% |
| 6M | -31.9% | +6.7% | -38.5% | -33.1% |
| YTD | -30.7% | +33.9% | -64.6% | -35.3% |
| 1Y | -41.1% | +72.2% | -113.2% | -48.2% |
| All | -17.3% | +59.1% | -76.4% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling