-40.4%
TSCO vs FE
+11.4%
-51.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -3.5% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -1.1% | -1.2% | +0.1% | -0.8% |
| 3M | +14.3% | +1.7% | +12.6% | +13.5% |
| 6M | -31.9% | -7.5% | -24.4% | -30.2% |
| YTD | -30.7% | +6.3% | -37.0% | -30.6% |
| All | -40.4% | +11.4% | -51.8% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling