-29.4%
TSCO vs FLEX
+23.4%
-52.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -12.3% | +16.5% | +3.5% |
| 7D | +15.7% | -17.0% | +32.7% | +14.7% |
| 30D | +16.4% | -33.8% | +50.3% | +14.9% |
| 3M | +11.2% | -39.0% | +50.3% | +9.5% |
| 6M | +14.9% | -15.9% | +30.8% | +12.4% |
| YTD | -25.4% | +27.8% | -53.3% | -28.6% |
| 1Y | -29.4% | +25.0% | -54.3% | -32.5% |
| All | -29.4% | +23.4% | -52.8% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling