+21,896.4%
TSCO vs FTI
+2,117.5%
+19,778.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | +2.8% | +12.3% | -9.5% | +0.6% |
| 3M | +17.9% | +13.8% | +4.1% | +14.8% |
| 6M | -28.6% | +24.3% | -52.9% | -31.9% |
| YTD | -28.0% | +75.8% | -103.8% | -35.7% |
| 1Y | -39.9% | +99.6% | -139.5% | -47.6% |
| 3Y | -14.0% | +278.4% | -292.4% | -35.1% |
| 5Y | -2.9% | +1,168.7% | -1,171.6% | -44.7% |
| 10Y | +199.5% | +297.5% | -98.0% | +92.5% |
| All | +21,896.4% | +2,117.5% | +19,778.9% | +6,895.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling