-40.9%
TSCO vs FITB
+23.7%
-64.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | +5.5% | -4.7% | +10.2% | +7.0% |
| 3M | +20.0% | +6.7% | +13.3% | +17.3% |
| 6M | -29.8% | +12.6% | -42.3% | -32.7% |
| YTD | -28.7% | +19.1% | -47.8% | -33.4% |
| 1Y | -40.9% | +22.6% | -63.5% | -45.5% |
| All | -40.9% | +23.7% | -64.6% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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