+15,205.7%
TSCO vs FLEX
+5,119.6%
+10,086.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.1% |
| 7D | +0.3% | +7.5% | -7.2% | -0.9% |
| 30D | +11.3% | -25.3% | +36.6% | +15.0% |
| 3M | +1.5% | -39.7% | +41.1% | +7.8% |
| 6M | +24.0% | -47.9% | +71.8% | +32.9% |
| YTD | -25.7% | +24.1% | -49.8% | -32.1% |
| 1Y | -33.6% | +26.0% | -59.5% | -39.6% |
| 3Y | -1.5% | +282.7% | -284.2% | -27.0% |
| 5Y | -9.6% | +424.2% | -433.8% | -37.1% |
| 10Y | +200.8% | +613.8% | -413.0% | +86.4% |
| All | +15,205.7% | +5,119.6% | +10,086.1% | +6,423.2% |
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