+19,421.7%
TSCO vs FIX
+12,471.5%
+6,950.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | +0.8% | +6.0% | -5.3% | -0.3% |
| 30D | +5.5% | -7.2% | +12.7% | +6.6% |
| 3M | +20.0% | -15.9% | +35.8% | +22.3% |
| 6M | -29.8% | +12.7% | -42.5% | -32.7% |
| YTD | -28.7% | +72.8% | -101.5% | -37.1% |
| 1Y | -40.9% | +122.9% | -163.8% | -50.9% |
| 3Y | -15.9% | +774.3% | -790.3% | -48.9% |
| 5Y | -3.5% | +2,049.5% | -2,052.9% | -51.3% |
| 10Y | +142.2% | +5,821.5% | -5,679.2% | -4.0% |
| All | +19,421.7% | +12,471.5% | +6,950.2% | +5,941.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling