+19,818.4%
TSCO vs FE
+571.3%
+19,247.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +0.3% | +1.2% | -1.0% | 0.0% |
| 30D | +11.3% | +4.5% | +6.8% | +10.2% |
| 3M | +1.5% | +1.3% | +0.1% | +1.2% |
| 6M | +24.0% | +8.7% | +15.3% | +21.4% |
| YTD | -25.7% | +9.2% | -34.9% | -27.3% |
| 1Y | -33.6% | +7.0% | -40.5% | -34.7% |
| 3Y | -1.5% | +51.4% | -52.9% | -11.2% |
| 5Y | -9.6% | +47.7% | -57.3% | -18.3% |
| 10Y | +200.8% | +125.0% | +75.8% | +140.4% |
| All | +19,818.4% | +571.3% | +19,247.1% | +20,612.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling