+12,170.4%
TSCO vs FFIV
+5,932.0%
+6,238.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | +11.3% | -32.4% | +43.7% | +16.9% |
| 3M | +1.5% | -25.7% | +27.2% | +5.0% |
| 6M | +24.0% | -13.5% | +37.5% | +25.3% |
| YTD | -25.7% | +21.1% | -46.8% | -28.6% |
| 1Y | -33.6% | +29.4% | -63.0% | -36.8% |
| 3Y | -1.5% | +94.9% | -96.4% | -12.1% |
| 5Y | -9.6% | +34.7% | -44.3% | -15.7% |
| 10Y | +200.8% | +119.0% | +81.7% | +160.0% |
| All | +12,170.4% | +5,932.0% | +6,238.4% | +5,525.3% |
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