+50,177.5%
TSCO vs FITB
+1,294.9%
+48,882.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | +1.7% | +2.8% | -1.2% | +1.2% |
| 30D | +2.8% | -4.5% | +7.3% | +3.6% |
| 3M | +17.9% | +5.7% | +12.2% | +16.7% |
| 6M | -28.6% | +17.1% | -45.7% | -30.5% |
| YTD | -28.0% | +18.3% | -46.4% | -30.2% |
| 1Y | -39.9% | +23.9% | -63.8% | -42.1% |
| 3Y | -14.0% | +131.1% | -145.1% | -25.8% |
| 5Y | -2.9% | +71.1% | -74.0% | -13.2% |
| 10Y | +199.5% | +283.9% | -84.4% | +126.4% |
| All | +50,177.5% | +1,294.9% | +48,882.6% | +113,841.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling