-9.9%
TSCO vs FICO
+81.4%
-91.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +7.1% | -0.9% | +8.0% | +7.2% |
| 30D | +11.8% | +3.3% | +8.4% | +11.0% |
| 3M | +7.4% | -31.7% | +39.1% | +12.1% |
| 6M | +13.4% | -34.0% | +47.4% | +18.2% |
| YTD | -25.9% | -58.3% | +32.4% | -16.9% |
| 1Y | -29.9% | -57.9% | +28.0% | -21.7% |
| 3Y | -3.4% | -24.1% | +20.7% | -9.9% |
| All | -9.9% | +81.4% | -91.4% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling