-9.1%
TSCO vs FGI
-69.8%
+60.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | +1.7% | +5.2% | -3.5% | +1.6% |
| 30D | +2.8% | +65.2% | -62.4% | +2.3% |
| 3M | +17.9% | +30.2% | -12.3% | +17.4% |
| 6M | -28.6% | +87.8% | -116.4% | -29.5% |
| YTD | -28.0% | +32.5% | -60.5% | -28.7% |
| 1Y | -39.9% | +93.6% | -133.4% | -41.3% |
| 3Y | -14.0% | -2.6% | -11.4% | -15.4% |
| All | -9.1% | -69.8% | +60.7% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling