-10.3%
TSCO vs FIS
-65.9%
+55.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | -3.1% | -8.9% | +5.8% | -1.4% |
| 30D | -4.4% | -9.9% | +5.6% | -2.5% |
| 3M | +9.7% | 0.0% | +9.7% | +9.3% |
| 6M | -32.4% | -22.9% | -9.5% | -29.3% |
| YTD | -31.7% | -40.9% | +9.2% | -24.9% |
| 1Y | -41.3% | -40.4% | -0.8% | -35.6% |
| 3Y | -18.3% | -25.4% | +7.0% | -14.7% |
| 5Y | -10.3% | -64.8% | +54.6% | +4.2% |
| All | -10.3% | -65.9% | +55.6% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling