-10.4%
TSCO vs FOXA
+93.7%
-104.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.8% |
| 7D | -5.7% | +0.8% | -6.5% | -5.8% |
| 30D | -8.8% | +5.0% | -13.8% | -10.0% |
| 3M | +6.3% | -3.0% | +9.4% | +6.3% |
| 6M | -32.3% | +14.8% | -47.0% | -35.2% |
| YTD | -32.7% | -8.9% | -23.8% | -31.8% |
| 1Y | -43.7% | +13.3% | -57.0% | -46.5% |
| 3Y | -19.7% | +115.4% | -135.1% | -38.1% |
| All | -10.4% | +93.7% | -104.1% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling