+14,718.6%
TSCO vs FLEX
+7,857.5%
+6,861.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.2% |
| 7D | +1.7% | +7.0% | -5.3% | +0.6% |
| 30D | +2.8% | -5.8% | +8.6% | +3.5% |
| 3M | +17.9% | -24.2% | +42.1% | +21.6% |
| 6M | -28.6% | +90.8% | -119.4% | -37.7% |
| YTD | -28.0% | +89.2% | -117.2% | -37.4% |
| 1Y | -39.9% | +104.7% | -144.6% | -48.6% |
| 3Y | -14.0% | +478.1% | -492.1% | -39.4% |
| 5Y | -2.9% | +726.2% | -729.1% | -36.2% |
| 10Y | +199.5% | +1,060.6% | -861.1% | +74.7% |
| All | +14,718.6% | +7,857.5% | +6,861.1% | +5,908.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling