-7.5%
TSCO vs FIVE
+35.6%
-43.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -0.9% | -3.1% |
| 7D | -2.5% | +1.7% | -4.1% | -2.8% |
| 30D | -1.1% | +5.0% | -6.1% | -2.2% |
| 3M | +14.3% | +29.5% | -15.2% | +8.0% |
| 6M | -31.9% | +12.4% | -44.3% | -34.0% |
| YTD | -30.7% | +31.2% | -61.9% | -35.1% |
| 1Y | -41.1% | +72.9% | -113.9% | -48.3% |
| 3Y | -17.1% | +53.0% | -70.2% | -27.8% |
| 5Y | -7.5% | +34.2% | -41.7% | -19.8% |
| All | -7.5% | +35.6% | -43.2% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling