+451.3%
TSCO vs FIVE
+848.8%
-397.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | +0.1% | +2.4% | -2.4% | -0.5% |
| 30D | +8.7% | +15.8% | -7.2% | +5.2% |
| 3M | +1.2% | +3.8% | -2.5% | +0.2% |
| 6M | +21.6% | +18.5% | +3.0% | +16.3% |
| YTD | -25.3% | +31.2% | -56.5% | -30.5% |
| 1Y | -33.0% | +61.8% | -94.8% | -40.5% |
| 3Y | -2.3% | +39.9% | -42.1% | -15.5% |
| 5Y | -9.2% | +18.3% | -27.5% | -20.6% |
| 10Y | +202.2% | +510.0% | -307.7% | +74.2% |
| All | +451.3% | +848.8% | -397.5% | +182.1% |
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