+464.3%
TSCO vs FIVE
+873.2%
-408.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +6.8% | +7.3% | -0.5% | +5.2% |
| 30D | +11.3% | +18.1% | -6.8% | +7.2% |
| 3M | +9.1% | +7.7% | +1.4% | +7.1% |
| 6M | +24.2% | +13.6% | +10.6% | +19.9% |
| YTD | -23.5% | +34.6% | -58.1% | -29.2% |
| 1Y | -30.8% | +66.2% | -97.0% | -38.9% |
| 3Y | +0.1% | +43.5% | -43.4% | -13.9% |
| 5Y | -5.3% | +20.7% | -26.0% | -17.7% |
| 10Y | +220.4% | +541.5% | -321.1% | +82.8% |
| All | +464.3% | +873.2% | -408.8% | +187.2% |
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