-10.4%
TSCO vs RGEN
-44.2%
+33.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -5.7% | -1.4% | -4.2% | -5.5% |
| 30D | -8.8% | -0.3% | -8.4% | -8.8% |
| 3M | +6.3% | +23.9% | -17.6% | +2.9% |
| 6M | -32.3% | +38.5% | -70.8% | -35.7% |
| YTD | -32.7% | +0.8% | -33.5% | -33.4% |
| 1Y | -43.7% | +38.2% | -81.9% | -46.8% |
| 3Y | -19.7% | +1.3% | -21.0% | -23.2% |
| All | -10.4% | -44.2% | +33.8% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 5y: compounded portfolio wealth divided by compounded RGEN 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…
5y analysis · Full analysis span regression · 6 months rolling