-15.4%
TSCO vs FGI
-5.3%
-10.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.4% | +1.1% |
| 7D | +0.8% | +0.5% | +0.2% | +0.8% |
| 30D | +5.5% | +65.4% | -59.9% | +5.8% |
| 3M | +20.0% | +23.5% | -3.5% | +20.2% |
| 6M | -29.8% | +60.5% | -90.3% | -29.5% |
| YTD | -28.7% | +30.0% | -58.7% | -28.4% |
| 1Y | -40.9% | +82.1% | -123.0% | -40.5% |
| All | -15.4% | -5.3% | -10.1% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling