-29.4%
TSCO vs FGI
+38.7%
-68.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.0% | +9.2% | +4.2% |
| 7D | +15.7% | +3.3% | +12.4% | +15.7% |
| 30D | +16.4% | -2.0% | +18.5% | +16.4% |
| 3M | +11.2% | +60.3% | -49.0% | +11.5% |
| 6M | +14.9% | +0.7% | +14.2% | +15.0% |
| YTD | -25.4% | +30.2% | -55.6% | -24.7% |
| 1Y | -29.4% | +44.4% | -73.7% | -31.2% |
| All | -29.4% | +38.7% | -68.1% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling