+227.5%
TSCO vs FICO
+544.0%
-316.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.3% |
| 7D | +5.9% | -0.1% | +6.0% | +5.9% |
| 30D | +11.0% | +8.4% | +2.6% | +8.7% |
| 3M | +9.0% | -30.5% | +39.5% | +15.4% |
| 6M | +23.9% | -35.7% | +59.6% | +32.1% |
| YTD | -23.7% | -57.2% | +33.4% | -11.5% |
| 1Y | -29.4% | -58.4% | +29.0% | -17.7% |
| 3Y | +1.6% | -24.8% | +26.4% | -4.6% |
| 5Y | -7.1% | +79.3% | -86.4% | -35.7% |
| 10Y | +227.5% | +531.6% | -304.1% | +39.0% |
| All | +227.5% | +544.0% | -316.4% | +39.0% |
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