-7.5%
TSCO vs FIX
+2,151.9%
-2,159.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.6% | -3.4% |
| 7D | -2.5% | +3.5% | -6.0% | -2.8% |
| 30D | -1.1% | -3.5% | +2.4% | -0.9% |
| 3M | +14.3% | -11.8% | +26.0% | +15.1% |
| 6M | -31.9% | +17.8% | -49.7% | -34.5% |
| YTD | -30.7% | +73.3% | -104.0% | -37.3% |
| 1Y | -41.1% | +128.1% | -169.2% | -49.5% |
| 3Y | -17.1% | +772.7% | -789.8% | -51.9% |
| 5Y | -7.5% | +2,166.5% | -2,174.0% | -60.2% |
| All | -7.5% | +2,151.9% | -2,159.4% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling