-31.5%
TSCO vs FPS
-13.7%
-17.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -17.3% | +21.5% | +3.4% |
| 7D | +15.7% | -23.3% | +39.1% | +14.7% |
| 30D | +16.4% | -42.4% | +58.8% | +15.4% |
| 3M | +11.2% | -43.0% | +54.3% | +10.6% |
| 6M | +14.9% | -44.5% | +59.4% | +10.8% |
| All | -31.5% | -13.7% | -17.8% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling