-7.1%
TSCO vs FIX
+1,049.0%
-1,056.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +2.1% |
| 7D | +5.9% | -7.2% | +13.2% | +6.2% |
| 30D | +11.0% | -35.1% | +46.1% | +15.1% |
| 3M | +9.0% | -34.3% | +43.2% | +12.6% |
| 6M | +23.9% | -42.9% | +66.8% | +29.2% |
| YTD | -23.7% | +19.5% | -43.2% | -29.0% |
| 1Y | -29.4% | +16.8% | -46.2% | -34.3% |
| 3Y | +1.6% | +506.7% | -505.1% | -40.1% |
| 5Y | -7.1% | +1,046.7% | -1,053.8% | -58.7% |
| All | -7.1% | +1,049.0% | -1,056.1% | -58.7% |
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 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