-18.4%
TSCO vs RIG
-30.5%
+12.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | -3.1% | -4.2% | +1.0% | -2.8% |
| 30D | -4.4% | -0.7% | -3.7% | -4.4% |
| 3M | +9.7% | -4.0% | +13.7% | +9.9% |
| 6M | -32.4% | -6.3% | -26.1% | -32.4% |
| YTD | -31.7% | +39.7% | -71.4% | -34.5% |
| 1Y | -41.3% | +78.1% | -119.4% | -45.3% |
| All | -18.4% | -30.5% | +12.1% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling