+1.6%
TSCO vs FIX
+503.8%
-502.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +2.6% |
| 7D | +5.9% | -7.2% | +13.2% | +5.9% |
| 30D | +11.0% | -35.1% | +46.1% | +12.5% |
| 3M | +9.0% | -34.3% | +43.2% | +10.3% |
| 6M | +23.9% | -42.9% | +66.8% | +26.0% |
| YTD | -23.7% | +19.5% | -43.2% | -27.0% |
| 1Y | -29.4% | +16.8% | -46.2% | -32.4% |
| 3Y | +1.6% | +506.7% | -505.1% | -32.2% |
| All | +1.6% | +503.8% | -502.2% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling