+196.8%
TSCO vs FN
+700.1%
-503.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.8% | +0.2% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | +11.3% | -16.5% | +27.9% | +12.6% |
| 3M | +1.5% | -42.1% | +43.6% | +6.2% |
| 6M | +24.0% | -52.9% | +76.8% | +31.5% |
| YTD | -25.7% | -28.0% | +2.3% | -26.6% |
| 1Y | -33.6% | -18.5% | -15.0% | -35.8% |
| 3Y | -1.5% | +93.9% | -95.4% | -21.0% |
| 5Y | -9.6% | +170.5% | -180.1% | -33.6% |
| All | +196.8% | +700.1% | -503.4% | +81.0% |
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