The NYTimes states, in an otherwise impeccable editorial about fuel consumption standards, that
"actual highway mileage, as with all vehicles, is lower [than the EPA rating], in [the case of Ford Fusion S model with a rated mileage of 34.9 m.p.g.] about 27 m.p.g."
There is at least one exception to the rule. My 2002 Volkswagen Jetta 1.8T is rated by the EPA at 21 miles per gallon city, 29 highway. I thought it was to 24-31, but Edmund's site has 21-29. In any case, my car runs about 30 miles per gallon in mixed driving, 28 in the city, and above 32 on the highway. A site called Buzztrader confirms my numbers.
I suspect that the EPA tests are designed to overstate mileage of cars with large engines and automatic transmissions, so perhaps they overestimate fuel usage of a turbo engine with manual transmission. Or maybe the red color causes an hitherto unsuspected Doppler effect on efficiency.