-40.9%
TSCO vs RIG
+97.6%
-138.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +4.0% | +1.2% |
| 7D | +0.8% | +0.9% | -0.1% | +0.7% |
| 30D | +5.5% | +13.8% | -8.4% | +4.8% |
| 3M | +20.0% | -6.4% | +26.4% | +20.6% |
| 6M | -29.8% | -8.2% | -21.6% | -29.4% |
| YTD | -28.7% | +41.6% | -70.3% | -31.6% |
| 1Y | -40.9% | +88.7% | -129.6% | -44.5% |
| All | -40.9% | +97.6% | -138.5% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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