-43.7%
TSCO vs FIS
-40.5%
-3.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.7% | -7.9% | +2.2% | -4.3% |
| 30D | -8.8% | -8.0% | -0.8% | -7.5% |
| 3M | +6.3% | +0.6% | +5.7% | +5.6% |
| 6M | -32.3% | -22.2% | -10.1% | -30.1% |
| YTD | -32.7% | -40.8% | +8.1% | -27.7% |
| 1Y | -43.7% | -41.5% | -2.2% | -40.5% |
| All | -43.7% | -40.5% | -3.2% | -40.5% |
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