-40.9%
TSCO vs FIS
-37.2%
-3.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | +5.5% | -2.2% | +7.7% | +5.9% |
| 3M | +20.0% | +2.1% | +17.8% | +18.9% |
| 6M | -29.8% | -14.7% | -15.1% | -28.4% |
| YTD | -28.7% | -35.7% | +7.0% | -23.7% |
| 1Y | -40.9% | -37.1% | -3.8% | -37.3% |
| All | -40.9% | -37.2% | -3.7% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling