+45,876.3%
TSCO vs FLR
+587.1%
+45,289.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.1% |
| 7D | -2.5% | -3.1% | +0.7% | -1.9% |
| 30D | -1.1% | +4.9% | -6.1% | -2.1% |
| 3M | +14.3% | +10.8% | +3.5% | +11.0% |
| 6M | -31.9% | +19.7% | -51.6% | -35.3% |
| YTD | -30.7% | +38.4% | -69.0% | -36.2% |
| 1Y | -41.1% | +34.7% | -75.7% | -45.7% |
| 3Y | -17.1% | +56.7% | -73.8% | -29.0% |
| 5Y | -7.5% | +241.6% | -249.2% | -34.4% |
| 10Y | +192.6% | +20.2% | +172.4% | +119.9% |
| All | +45,876.3% | +587.1% | +45,289.2% | +20,694.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling