-43.7%
TSCO vs FTV
+14.7%
-58.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | -5.7% | -4.0% | -1.7% | -5.0% |
| 30D | -8.8% | -11.0% | +2.3% | -6.9% |
| 3M | +6.3% | -8.4% | +14.7% | +7.8% |
| 6M | -32.3% | -2.6% | -29.7% | -32.4% |
| YTD | -32.7% | -0.6% | -32.1% | -34.2% |
| 1Y | -43.7% | +11.0% | -54.6% | -46.2% |
| All | -43.7% | +14.7% | -58.4% | -46.2% |
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