-38.2%
TSCO vs FPS
+22.4%
-60.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.0% | -10.5% | -1.7% |
| 7D | -5.7% | +1.5% | -7.2% | -5.7% |
| 30D | -8.8% | -16.9% | +8.1% | -8.5% |
| 3M | +6.3% | -45.3% | +51.7% | +7.6% |
| 6M | -32.3% | -10.3% | -22.0% | -35.8% |
| All | -38.2% | +22.4% | -60.6% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling