+1,354.3%
TSCO vs FN
+2,887.5%
-1,533.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.4% | -2.1% |
| 7D | +7.1% | 0.0% | +7.1% | +6.6% |
| 30D | +11.8% | -34.3% | +46.1% | +16.7% |
| 3M | +7.4% | -39.9% | +47.2% | +12.6% |
| 6M | +13.4% | -51.8% | +65.3% | +20.8% |
| YTD | -25.9% | -28.1% | +2.3% | -26.5% |
| 1Y | -29.9% | -29.1% | -0.8% | -30.7% |
| 3Y | -3.4% | +102.4% | -105.8% | -22.5% |
| 5Y | -9.4% | +171.7% | -181.1% | -32.4% |
| 10Y | +227.1% | +773.5% | -546.4% | +95.4% |
| All | +1,354.3% | +2,887.5% | -1,533.1% | +596.8% |
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