+181.2%
TSCO vs FLEX
+1,128.1%
-946.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.2% | -8.7% | -2.5% |
| 7D | -5.7% | +5.7% | -11.4% | -6.4% |
| 30D | -8.8% | -7.0% | -1.7% | -8.1% |
| 3M | +6.3% | -23.8% | +30.2% | +9.4% |
| 6M | -32.3% | +82.6% | -114.9% | -41.0% |
| YTD | -32.7% | +91.6% | -124.3% | -42.2% |
| 1Y | -43.7% | +100.6% | -144.2% | -52.3% |
| 3Y | -19.7% | +479.8% | -499.4% | -46.2% |
| 5Y | -11.6% | +746.5% | -758.1% | -46.2% |
| All | +181.2% | +1,128.1% | -946.9% | +51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling