-10.3%
TSCO vs FITB
+68.4%
-78.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.5% |
| 7D | -3.1% | -1.0% | -2.1% | -2.8% |
| 30D | -4.4% | -5.5% | +1.1% | -2.8% |
| 3M | +9.7% | +4.1% | +5.6% | +8.3% |
| 6M | -32.4% | +18.7% | -51.1% | -35.9% |
| YTD | -31.7% | +18.2% | -49.8% | -35.3% |
| 1Y | -41.3% | +23.7% | -64.9% | -45.2% |
| 3Y | -18.3% | +130.8% | -149.1% | -37.2% |
| 5Y | -10.3% | +69.8% | -80.0% | -26.0% |
| All | -10.3% | +68.4% | -78.6% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling