+1,299.9%
TSCO vs FN
+3,620.5%
-2,320.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.7% |
| 7D | +0.8% | -1.7% | +2.5% | +1.0% |
| 30D | +5.5% | -22.0% | +27.4% | +8.3% |
| 3M | +20.0% | -43.0% | +63.0% | +27.2% |
| 6M | -29.8% | -27.7% | -2.0% | -28.9% |
| YTD | -28.7% | -10.5% | -18.1% | -30.4% |
| 1Y | -40.9% | +12.5% | -53.4% | -44.7% |
| 3Y | -15.9% | +153.8% | -169.7% | -33.8% |
| 5Y | -3.5% | +288.0% | -291.5% | -30.8% |
| 10Y | +142.2% | +906.4% | -764.2% | +43.8% |
| All | +1,299.9% | +3,620.5% | -2,320.6% | +560.0% |
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