+192.6%
TSCO vs FN
+890.7%
-698.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.1% | -3.7% |
| 7D | -2.5% | +5.8% | -8.3% | -3.1% |
| 30D | -1.1% | -20.6% | +19.5% | +1.0% |
| 3M | +14.3% | -28.6% | +42.9% | +17.4% |
| 6M | -31.9% | -20.7% | -11.2% | -31.9% |
| YTD | -30.7% | -8.1% | -22.6% | -32.6% |
| 1Y | -41.1% | +13.3% | -54.4% | -44.8% |
| 3Y | -17.1% | +175.7% | -192.8% | -35.7% |
| 5Y | -7.5% | +297.4% | -304.9% | -34.6% |
| 10Y | +192.6% | +950.9% | -758.3% | +76.4% |
| All | +192.6% | +890.7% | -698.1% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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