+198.3%
TSCO vs FE
+123.7%
+74.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.1% | -0.3% | +0.3% | +0.1% |
| 30D | +8.7% | +3.9% | +4.8% | +7.6% |
| 3M | +1.2% | -0.1% | +1.3% | +1.3% |
| 6M | +21.6% | +6.1% | +15.5% | +19.6% |
| YTD | -25.3% | +8.1% | -33.4% | -26.9% |
| 1Y | -33.0% | +4.4% | -37.4% | -33.8% |
| 3Y | -2.3% | +49.0% | -51.3% | -12.5% |
| 5Y | -9.2% | +46.1% | -55.3% | -18.5% |
| All | +198.3% | +123.7% | +74.5% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling