+426.6%
TSCO vs FIVE
+868.1%
-441.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | 0.0% |
| 7D | +0.8% | +4.3% | -3.5% | -0.2% |
| 30D | +5.5% | +12.5% | -7.1% | +2.6% |
| 3M | +20.0% | +31.2% | -11.3% | +12.7% |
| 6M | -29.8% | +14.4% | -44.2% | -32.4% |
| YTD | -28.7% | +33.9% | -62.6% | -33.8% |
| 1Y | -40.9% | +65.1% | -106.0% | -47.9% |
| 3Y | -15.9% | +49.0% | -64.9% | -28.4% |
| 5Y | -3.5% | +30.3% | -33.8% | -17.5% |
| 10Y | +142.2% | +481.1% | -338.9% | +41.0% |
| All | +426.6% | +868.1% | -441.6% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling