-43.7%
TSCO vs FFIV
+26.0%
-69.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -1.6% |
| 7D | -5.7% | +5.4% | -11.1% | -5.7% |
| 30D | -8.8% | -2.7% | -6.1% | -8.6% |
| 3M | +6.3% | +4.5% | +1.8% | +6.3% |
| 6M | -32.3% | +42.2% | -74.5% | -33.3% |
| YTD | -32.7% | +61.3% | -94.0% | -34.2% |
| 1Y | -43.7% | +23.0% | -66.7% | -44.7% |
| All | -43.7% | +26.0% | -69.7% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling