-14.0%
TSCO vs FIX
+784.8%
-798.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.7% |
| 7D | +1.7% | +6.1% | -4.4% | +1.4% |
| 30D | +2.8% | -2.7% | +5.5% | +2.9% |
| 3M | +17.9% | -10.9% | +28.8% | +18.2% |
| 6M | -28.6% | +29.0% | -57.6% | -30.5% |
| YTD | -28.0% | +76.9% | -104.9% | -31.9% |
| 1Y | -39.9% | +130.7% | -170.6% | -44.6% |
| 3Y | -14.0% | +790.7% | -804.7% | -35.7% |
| All | -14.0% | +784.8% | -798.8% | -35.7% |
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