-10.3%
TSCO vs FDX
+62.9%
-73.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.6% |
| 7D | -3.1% | -3.9% | +0.7% | -2.2% |
| 30D | -4.4% | -3.3% | -1.1% | -3.6% |
| 3M | +9.7% | -2.0% | +11.7% | +10.0% |
| 6M | -32.4% | +8.0% | -40.5% | -33.9% |
| YTD | -31.7% | +35.0% | -66.7% | -36.5% |
| 1Y | -41.3% | +73.7% | -114.9% | -48.7% |
| 3Y | -18.3% | +61.6% | -79.9% | -29.2% |
| 5Y | -10.3% | +65.4% | -75.6% | -26.8% |
| All | -10.3% | +62.9% | -73.1% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling