-39.5%
TSCO vs FRMI
-78.1%
+38.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.6% | -1.5% |
| 7D | -5.7% | +7.4% | -13.1% | -5.7% |
| 30D | -8.8% | -27.6% | +18.9% | -8.4% |
| 3M | +6.3% | -20.9% | +27.2% | +6.4% |
| 6M | -32.3% | -36.6% | +4.3% | -32.5% |
| YTD | -32.7% | -31.3% | -1.4% | -32.7% |
| All | -39.5% | -78.1% | +38.6% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling