-43.7%
TSCO vs FIGR
-3.1%
-40.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.5% |
| 7D | -5.7% | -3.0% | -2.6% | -5.6% |
| 30D | -8.8% | +13.7% | -22.4% | -8.8% |
| 3M | +6.3% | +23.9% | -17.5% | +6.2% |
| 6M | -32.3% | -8.4% | -23.8% | -32.6% |
| YTD | -32.7% | -14.6% | -18.1% | -32.2% |
| 1Y | -43.7% | +12.1% | -55.8% | -43.1% |
| All | -43.7% | -3.1% | -40.5% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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