-29.4%
TSCO vs FOXA
+11.1%
-40.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +3.7% |
| 7D | +15.7% | +9.9% | +5.8% | +14.3% |
| 30D | +16.4% | +10.0% | +6.4% | +15.1% |
| 3M | +11.2% | +18.4% | -7.2% | +9.0% |
| 6M | +14.9% | +12.2% | +2.7% | +12.4% |
| YTD | -25.4% | -3.8% | -21.6% | -28.0% |
| 1Y | -29.4% | +8.9% | -38.3% | -32.6% |
| All | -29.4% | +11.1% | -40.5% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling