-19.7%
TSCO vs FND
-50.3%
+30.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | -5.7% | -5.8% | +0.1% | -4.3% |
| 30D | -8.8% | -20.2% | +11.4% | -3.6% |
| 3M | +6.3% | -12.0% | +18.3% | +9.2% |
| 6M | -32.3% | -18.5% | -13.8% | -29.5% |
| YTD | -32.7% | -22.3% | -10.4% | -29.5% |
| 1Y | -43.7% | -47.6% | +4.0% | -35.5% |
| 3Y | -19.7% | -49.8% | +30.1% | -15.9% |
| All | -19.7% | -50.3% | +30.6% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling