+181.2%
TSCO vs FLR
+19.7%
+161.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.6% |
| 7D | -5.7% | -3.5% | -2.2% | -5.3% |
| 30D | -8.8% | +4.2% | -12.9% | -9.2% |
| 3M | +6.3% | +8.1% | -1.7% | +5.0% |
| 6M | -32.3% | +21.5% | -53.8% | -34.2% |
| YTD | -32.7% | +36.8% | -69.5% | -35.7% |
| 1Y | -43.7% | +31.2% | -74.9% | -46.0% |
| 3Y | -19.7% | +53.9% | -73.6% | -26.0% |
| 5Y | -11.6% | +243.0% | -254.7% | -26.1% |
| All | +181.2% | +19.7% | +161.5% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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