-41.3%
TSCO vs FIX
+119.3%
-160.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | -3.1% | +0.7% | -3.8% | -3.1% |
| 30D | -4.4% | -5.7% | +1.4% | -4.5% |
| 3M | +9.7% | -7.4% | +17.1% | +9.5% |
| 6M | -32.4% | +15.1% | -47.5% | -33.3% |
| YTD | -31.7% | +70.7% | -102.4% | -32.7% |
| 1Y | -41.3% | +111.9% | -153.2% | -43.1% |
| All | -41.3% | +119.3% | -160.6% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling