-1.5%
TSCO vs FN
+96.4%
-97.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.8% | -0.3% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +11.3% | -16.5% | +27.9% | +11.9% |
| 3M | +1.5% | -42.1% | +43.6% | +3.5% |
| 6M | +24.0% | -52.9% | +76.8% | +27.3% |
| YTD | -25.7% | -28.0% | +2.3% | -26.6% |
| 1Y | -33.6% | -18.5% | -15.0% | -35.2% |
| 3Y | -1.5% | +93.9% | -95.4% | -23.6% |
| All | -1.5% | +96.4% | -97.9% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling