+185.6%
TSCO vs FE
+114.8%
+70.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -3.1% | -1.7% | -1.4% | -2.7% |
| 30D | -4.4% | -1.3% | -3.1% | -4.1% |
| 3M | +9.7% | +0.6% | +9.1% | +9.4% |
| 6M | -32.4% | -6.8% | -25.6% | -31.2% |
| YTD | -31.7% | +6.4% | -38.1% | -32.8% |
| 1Y | -41.3% | +11.3% | -52.5% | -42.9% |
| 3Y | -18.3% | +47.1% | -65.4% | -26.4% |
| 5Y | -10.3% | +50.4% | -60.7% | -19.6% |
| All | +185.6% | +114.8% | +70.8% | +162.3% |
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