-32.7%
TSCO vs FIX
+21.5%
-54.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -7.1% | -1.7% |
| 7D | +0.4% | +6.4% | -6.0% | +0.9% |
| 30D | +9.8% | -29.1% | +38.9% | +8.1% |
| 3M | +4.8% | -31.1% | +36.0% | +3.1% |
| 6M | +23.3% | -42.8% | +66.1% | +21.3% |
| YTD | -25.1% | +24.6% | -49.7% | -26.6% |
| 1Y | -32.7% | +21.9% | -54.7% | -34.3% |
| All | -32.7% | +21.5% | -54.3% | -34.3% |
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