-38.6%
TSCO vs FRMI
-78.6%
+39.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.4% |
| 7D | -3.1% | +10.9% | -14.0% | -3.2% |
| 30D | -4.4% | -24.3% | +19.9% | -4.1% |
| 3M | +9.7% | -21.8% | +31.5% | +9.8% |
| 6M | -32.4% | -33.0% | +0.6% | -32.5% |
| YTD | -31.7% | -32.6% | +1.0% | -31.6% |
| All | -38.6% | -78.6% | +39.9% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling