+185.6%
TSCO vs FIVE
+483.6%
-298.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.9% |
| 7D | -3.1% | +0.6% | -3.7% | -3.2% |
| 30D | -4.4% | +3.0% | -7.4% | -5.1% |
| 3M | +9.7% | +23.2% | -13.5% | +4.3% |
| 6M | -32.4% | +9.2% | -41.6% | -34.3% |
| YTD | -31.7% | +28.1% | -59.8% | -36.1% |
| 1Y | -41.3% | +65.3% | -106.5% | -48.5% |
| 3Y | -18.3% | +49.4% | -67.7% | -30.8% |
| 5Y | -10.3% | +29.5% | -39.8% | -23.6% |
| All | +185.6% | +483.6% | -298.1% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling