-80.3%
FIG vs TSCO
-36.8%
-43.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.5% | -5.7% |
| 7D | -16.4% | +1.7% | -18.0% | -16.5% |
| 30D | -2.3% | +2.8% | -5.1% | -2.7% |
| 3M | +7.8% | +17.9% | -10.1% | +5.8% |
| 6M | -21.8% | -28.6% | +6.7% | -26.0% |
| YTD | -39.1% | -28.0% | -11.1% | -41.1% |
| 1Y | -56.6% | -39.9% | -16.8% | -65.5% |
| All | -80.3% | -36.8% | -43.5% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling