+181.2%
TSCO vs FFIV
+249.4%
-68.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -2.5% |
| 7D | -5.7% | +5.4% | -11.1% | -7.2% |
| 30D | -8.8% | -2.7% | -6.1% | -8.3% |
| 3M | +6.3% | +4.5% | +1.8% | +4.4% |
| 6M | -32.3% | +42.2% | -74.5% | -39.9% |
| YTD | -32.7% | +61.3% | -94.0% | -42.9% |
| 1Y | -43.7% | +23.0% | -66.7% | -48.2% |
| 3Y | -19.7% | +156.3% | -175.9% | -43.6% |
| 5Y | -11.6% | +102.9% | -114.5% | -34.2% |
| All | +181.2% | +249.4% | -68.1% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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