-43.7%
TSCO vs FITB
+24.3%
-68.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.7% |
| 7D | -5.7% | -0.3% | -5.4% | -5.6% |
| 30D | -8.8% | -5.7% | -3.1% | -7.1% |
| 3M | +6.3% | +3.2% | +3.2% | +5.1% |
| 6M | -32.3% | +23.4% | -55.7% | -36.8% |
| YTD | -32.7% | +18.8% | -51.5% | -37.2% |
| 1Y | -43.7% | +25.0% | -68.7% | -48.4% |
| All | -43.7% | +24.3% | -68.0% | -48.4% |
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