+215.3%
TSCO vs FND
+54.9%
+160.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -3.1% | -5.1% | +2.0% | -1.9% |
| 30D | -4.4% | -22.5% | +18.2% | +1.6% |
| 3M | +9.7% | -5.0% | +14.7% | +10.4% |
| 6M | -32.4% | -21.5% | -10.9% | -29.1% |
| YTD | -31.7% | -23.0% | -8.6% | -28.3% |
| 1Y | -41.3% | -44.9% | +3.6% | -33.5% |
| 3Y | -18.3% | -50.0% | +31.7% | -8.6% |
| 5Y | -10.3% | -63.3% | +53.1% | +2.9% |
| All | +215.3% | +54.9% | +160.3% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling