-10.4%
TSCO vs FWONK
+97.7%
-108.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -8.8% | -7.7% | -1.0% | -7.1% |
| 3M | +6.3% | +5.7% | +0.6% | +4.9% |
| 6M | -32.3% | +13.5% | -45.7% | -34.3% |
| YTD | -32.7% | -3.0% | -29.7% | -32.5% |
| 1Y | -43.7% | -6.4% | -37.3% | -43.1% |
| 3Y | -19.7% | +43.8% | -63.5% | -28.6% |
| All | -10.4% | +97.7% | -108.1% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 5y: compounded portfolio wealth divided by compounded FWONK 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…
5y analysis · Full analysis span regression · 6 months rolling