+203.2%
TSCO vs FIX
+3,814.3%
-3,611.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -7.1% | -2.8% |
| 7D | +0.4% | +6.4% | -6.0% | -0.7% |
| 30D | +9.8% | -29.1% | +38.9% | +14.8% |
| 3M | +4.8% | -31.1% | +36.0% | +9.6% |
| 6M | +23.3% | -42.8% | +66.1% | +31.7% |
| YTD | -25.1% | +24.6% | -49.7% | -31.8% |
| 1Y | -32.7% | +21.9% | -54.7% | -38.7% |
| 3Y | -2.0% | +524.9% | -526.9% | -43.2% |
| 5Y | -7.8% | +1,092.2% | -1,100.0% | -56.1% |
| 10Y | +203.2% | +3,759.0% | -3,555.9% | +4.4% |
| All | +203.2% | +3,814.3% | -3,611.1% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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