-14.1%
TSCO vs FE
+47.6%
-61.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.1% |
| 7D | +1.7% | +0.6% | +1.0% | +1.4% |
| 30D | +2.8% | -2.1% | +5.0% | +3.5% |
| 3M | +17.9% | +2.6% | +15.3% | +16.8% |
| 6M | -28.6% | -6.8% | -21.8% | -27.0% |
| YTD | -28.0% | +6.9% | -34.9% | -29.6% |
| 1Y | -39.9% | +11.6% | -51.4% | -42.0% |
| All | -14.1% | +47.6% | -61.7% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling