-29.4%
TSCO vs FTV
+37.8%
-67.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.7% |
| 7D | +15.7% | +6.6% | +9.1% | +14.2% |
| 30D | +16.4% | +19.1% | -2.7% | +12.4% |
| 3M | +11.2% | +13.1% | -1.9% | +8.3% |
| 6M | +14.9% | +14.0% | +0.9% | +11.4% |
| YTD | -25.4% | +24.2% | -49.6% | -30.5% |
| 1Y | -29.4% | +36.4% | -65.7% | -37.3% |
| All | -29.4% | +37.8% | -67.2% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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