-79.9%
FIG vs TSCO
-40.9%
-39.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +4.9% |
| 7D | -3.8% | -5.7% | +1.8% | -3.3% |
| 30D | -2.3% | -8.8% | +6.4% | -1.6% |
| 3M | +20.0% | +6.3% | +13.6% | +18.7% |
| 6M | -16.7% | -32.3% | +15.6% | -20.4% |
| YTD | -37.9% | -32.7% | -5.2% | -39.6% |
| 1Y | -58.5% | -43.7% | -14.9% | -65.5% |
| All | -79.9% | -40.9% | -39.0% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling