-10.3%
TSCO vs FICO
+91.4%
-101.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +0.3% | +2.2% | -1.9% | -0.1% |
| 30D | +11.3% | +0.1% | +11.3% | +11.2% |
| 3M | +1.5% | -35.2% | +36.6% | +6.9% |
| 6M | +24.0% | -32.4% | +56.3% | +28.7% |
| YTD | -25.7% | -57.4% | +31.7% | -17.0% |
| 1Y | -33.6% | -58.5% | +25.0% | -25.5% |
| 3Y | -1.5% | -28.9% | +27.3% | -6.4% |
| All | -10.3% | +91.4% | -101.7% | -34.6% |
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