-10.3%
TSCO vs FLEX
+684.1%
-694.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -1.0% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -4.4% | -11.8% | +7.4% | -3.4% |
| 3M | +9.7% | -22.6% | +32.3% | +11.7% |
| 6M | -32.4% | +77.3% | -109.7% | -40.2% |
| YTD | -31.7% | +78.8% | -110.4% | -39.9% |
| 1Y | -41.3% | +86.1% | -127.3% | -49.1% |
| 3Y | -18.3% | +446.2% | -464.5% | -46.0% |
| 5Y | -10.3% | +689.7% | -699.9% | -48.8% |
| All | -10.3% | +684.1% | -694.3% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling