+46,929.1%
TSCO vs FISV
+3,381.7%
+43,547.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.4% | -6.9% | -2.9% |
| 7D | -5.7% | -2.7% | -3.0% | -5.1% |
| 30D | -8.8% | 0.0% | -8.8% | -9.0% |
| 3M | +6.3% | -2.8% | +9.1% | +6.4% |
| 6M | -32.3% | -11.8% | -20.4% | -30.7% |
| YTD | -32.7% | -23.2% | -9.5% | -29.0% |
| 1Y | -43.7% | -62.0% | +18.3% | -31.8% |
| 3Y | -19.7% | -57.6% | +37.9% | -7.5% |
| 5Y | -11.6% | -53.4% | +41.8% | -2.1% |
| 10Y | +184.1% | +2.9% | +181.2% | +150.0% |
| All | +46,929.1% | +3,381.7% | +43,547.5% | +54,045.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 all: compounded portfolio wealth divided by compounded FISV 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…
all analysis · Full analysis span regression · 6 months rolling