-29.4%
TSCO vs FRMI
-93.1%
+63.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -10.6% | +14.8% | +4.3% |
| 7D | +15.7% | -39.7% | +55.5% | +16.4% |
| 30D | +16.4% | -55.2% | +71.6% | +17.7% |
| 3M | +11.2% | -71.2% | +82.4% | +13.3% |
| 6M | +14.9% | -64.1% | +79.0% | +16.6% |
| YTD | -25.4% | -77.2% | +51.8% | -24.2% |
| 1Y | -29.4% | -93.2% | +63.8% | -29.3% |
| All | -29.4% | -93.1% | +63.7% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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