+199.5%
TSCO vs FICO
+607.5%
-408.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +1.7% | -15.4% | +17.1% | +5.0% |
| 30D | +2.8% | -10.4% | +13.2% | +4.7% |
| 3M | +17.9% | -22.7% | +40.6% | +23.1% |
| 6M | -28.6% | -36.8% | +8.2% | -22.6% |
| YTD | -28.0% | -44.8% | +16.7% | -19.8% |
| 1Y | -39.9% | -39.3% | -0.5% | -35.3% |
| 3Y | -14.0% | +3.7% | -17.7% | -24.0% |
| 5Y | -2.9% | +101.7% | -104.6% | -32.4% |
| 10Y | +199.5% | +602.8% | -403.3% | +30.1% |
| All | +199.5% | +607.5% | -408.0% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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