-10.3%
TSCO vs FLEX
+421.8%
-432.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.2% |
| 7D | +0.3% | +7.5% | -7.2% | -0.3% |
| 30D | +11.3% | -25.3% | +36.6% | +13.4% |
| 3M | +1.5% | -39.7% | +41.1% | +5.1% |
| 6M | +24.0% | -47.9% | +71.8% | +29.2% |
| YTD | -25.7% | +24.1% | -49.8% | -33.3% |
| 1Y | -33.6% | +26.0% | -59.5% | -40.7% |
| 3Y | -1.5% | +282.7% | -284.2% | -34.3% |
| All | -10.3% | +421.8% | -432.1% | -48.5% |
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 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