-9.0%
TSCO vs FLUT
-51.5%
+42.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.5% |
| 7D | -2.5% | -2.6% | +0.1% | -2.2% |
| 30D | -1.1% | +5.4% | -6.5% | -1.7% |
| 3M | +14.3% | -10.8% | +25.0% | +15.1% |
| 6M | -31.9% | -9.2% | -22.7% | -31.6% |
| YTD | -30.7% | -53.8% | +23.1% | -26.3% |
| 1Y | -41.1% | -66.0% | +24.9% | -35.6% |
| 3Y | -17.1% | -44.7% | +27.5% | -14.3% |
| All | -9.0% | -51.5% | +42.6% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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