+181.2%
TSCO vs FIS
-39.8%
+221.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.7% | -7.9% | +2.2% | -3.7% |
| 30D | -8.8% | -8.0% | -0.8% | -6.9% |
| 3M | +6.3% | +0.6% | +5.7% | +5.7% |
| 6M | -32.3% | -22.2% | -10.1% | -28.2% |
| YTD | -32.7% | -40.8% | +8.1% | -23.6% |
| 1Y | -43.7% | -41.5% | -2.2% | -35.9% |
| 3Y | -19.7% | -25.5% | +5.8% | -15.5% |
| 5Y | -11.6% | -64.8% | +53.2% | +12.0% |
| All | +181.2% | -39.8% | +221.0% | +192.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling