+19,020.6%
TSCO vs FE
+561.4%
+18,459.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +0.8% | +1.9% | -1.2% | +0.3% |
| 30D | +5.5% | -1.2% | +6.6% | +5.7% |
| 3M | +20.0% | +3.5% | +16.5% | +18.9% |
| 6M | -29.8% | -6.1% | -23.7% | -28.8% |
| YTD | -28.7% | +7.6% | -36.3% | -30.0% |
| 1Y | -40.9% | +11.9% | -52.8% | -42.6% |
| 3Y | -15.9% | +48.4% | -64.4% | -23.9% |
| 5Y | -3.5% | +44.8% | -48.3% | -12.5% |
| 10Y | +142.2% | +115.9% | +26.3% | +94.7% |
| All | +19,020.6% | +561.4% | +18,459.1% | +19,844.9% |
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