-80.8%
FIG vs TSCO
-40.0%
-40.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | -12.2% | -3.1% | -9.1% | -12.0% |
| 30D | -11.0% | -4.4% | -6.6% | -10.7% |
| 3M | +11.9% | +9.7% | +2.2% | +10.5% |
| 6M | -21.9% | -32.4% | +10.5% | -25.8% |
| YTD | -40.8% | -31.7% | -9.1% | -42.4% |
| 1Y | -56.6% | -41.3% | -15.4% | -62.5% |
| All | -80.8% | -40.0% | -40.8% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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