-31.9%
TSCO vs FND
-18.8%
-13.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -2.9% | -3.5% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | -1.1% | -19.6% | +18.5% | +5.2% |
| 3M | +14.3% | -4.3% | +18.6% | +14.6% |
| 6M | -31.9% | -20.4% | -11.4% | -26.6% |
| All | -31.9% | -18.8% | -13.1% | -26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling