+181.2%
TSCO vs FTI
+305.3%
-124.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | -5.7% | -4.4% | -1.3% | -5.2% |
| 30D | -8.8% | +1.5% | -10.2% | -9.0% |
| 3M | +6.3% | +8.2% | -1.9% | +5.2% |
| 6M | -32.3% | +18.8% | -51.1% | -33.9% |
| YTD | -32.7% | +71.7% | -104.4% | -37.2% |
| 1Y | -43.7% | +90.0% | -133.7% | -48.1% |
| 3Y | -19.7% | +270.5% | -290.2% | -32.6% |
| 5Y | -11.6% | +1,084.5% | -1,096.2% | -37.3% |
| All | +181.2% | +305.3% | -124.0% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling