+11,678.9%
TSCO vs FFIV
+7,518.9%
+4,160.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | +0.8% | -1.0% | +1.7% | +0.9% |
| 30D | +5.5% | -5.1% | +10.5% | +6.1% |
| 3M | +20.0% | -4.5% | +24.4% | +20.5% |
| 6M | -29.8% | +36.5% | -66.3% | -33.1% |
| YTD | -28.7% | +53.0% | -81.6% | -33.2% |
| 1Y | -40.9% | +24.2% | -65.1% | -43.2% |
| 3Y | -15.9% | +137.2% | -153.1% | -26.5% |
| 5Y | -3.5% | +91.8% | -95.2% | -13.7% |
| 10Y | +142.2% | +215.2% | -73.0% | +100.6% |
| All | +11,678.9% | +7,518.9% | +4,160.0% | +5,162.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling