-3.4%
TSCO vs FGI
-70.0%
+66.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +6.8% | -4.1% | +10.9% | +6.9% |
| 30D | +11.3% | -3.4% | +14.6% | +11.3% |
| 3M | +9.1% | +61.8% | -52.7% | +8.5% |
| 6M | +24.2% | +17.0% | +7.2% | +23.7% |
| YTD | -23.5% | +31.4% | -54.9% | -24.2% |
| 1Y | -30.8% | +42.7% | -73.4% | -31.6% |
| 3Y | +0.1% | -0.1% | +0.2% | -1.7% |
| All | -3.4% | -70.0% | +66.7% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling