-10.4%
TSCO vs RIG
+59.7%
-70.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.4% |
| 7D | -5.7% | -3.1% | -2.6% | -5.4% |
| 30D | -8.8% | -0.5% | -8.2% | -8.8% |
| 3M | +6.3% | -6.0% | +12.3% | +6.6% |
| 6M | -32.3% | -10.1% | -22.1% | -32.0% |
| YTD | -32.7% | +37.3% | -70.0% | -35.0% |
| 1Y | -43.7% | +73.9% | -117.6% | -46.8% |
| 3Y | -19.7% | -30.2% | +10.5% | -20.4% |
| All | -10.4% | +59.7% | -70.1% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling