+181.2%
TSCO vs TFC
+98.7%
+82.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | -5.7% | -2.4% | -3.2% | -5.1% |
| 30D | -8.8% | -3.4% | -5.4% | -8.0% |
| 3M | +6.3% | +0.4% | +5.9% | +6.1% |
| 6M | -32.3% | +12.7% | -44.9% | -34.4% |
| YTD | -32.7% | +5.6% | -38.3% | -33.9% |
| 1Y | -43.7% | +16.0% | -59.7% | -46.0% |
| 3Y | -19.7% | +94.0% | -113.6% | -33.2% |
| 5Y | -11.6% | +16.2% | -27.8% | -18.7% |
| All | +181.2% | +98.7% | +82.5% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling