+48,339.6%
TSCO vs TFC
+1,578.8%
+46,760.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.4% |
| 7D | -2.5% | -1.3% | -1.2% | -2.1% |
| 30D | -1.1% | -2.3% | +1.2% | -0.5% |
| 3M | +14.3% | +2.5% | +11.8% | +13.2% |
| 6M | -31.9% | +9.5% | -41.4% | -33.9% |
| YTD | -30.7% | +5.1% | -35.7% | -32.0% |
| 1Y | -41.1% | +15.5% | -56.5% | -43.9% |
| 3Y | -17.1% | +95.2% | -112.3% | -33.8% |
| 5Y | -7.5% | +14.5% | -22.0% | -16.2% |
| 10Y | +192.6% | +97.2% | +95.4% | +106.6% |
| All | +48,339.6% | +1,578.8% | +46,760.8% | +24,017.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling