-18.4%
TSCO vs FTV
-5.5%
-12.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.7% |
| 7D | -3.1% | -5.2% | +2.1% | -1.5% |
| 30D | -4.4% | -11.5% | +7.2% | -0.6% |
| 3M | +9.7% | -9.0% | +18.7% | +12.8% |
| 6M | -32.4% | -2.0% | -30.4% | -32.6% |
| YTD | -31.7% | -0.9% | -30.7% | -32.6% |
| 1Y | -41.3% | +14.8% | -56.1% | -45.5% |
| All | -18.4% | -5.5% | -12.9% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling