+1,396.4%
TSCO vs FN
+3,241.9%
-1,845.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.9% | -9.0% | +1.5% |
| 7D | +5.9% | +16.3% | -10.4% | +3.5% |
| 30D | +11.0% | -24.7% | +35.7% | +14.0% |
| 3M | +9.0% | -34.9% | +43.9% | +13.2% |
| 6M | +23.9% | -41.1% | +65.0% | +28.6% |
| YTD | -23.7% | -19.6% | -4.1% | -25.4% |
| 1Y | -29.4% | -18.5% | -10.9% | -31.5% |
| 3Y | +1.6% | +119.1% | -117.6% | -19.2% |
| 5Y | -7.1% | +206.9% | -214.1% | -31.8% |
| 10Y | +227.5% | +826.4% | -598.9% | +94.6% |
| All | +1,396.4% | +3,241.9% | -1,845.6% | +607.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling