+48,339.6%
TSCO vs RIG
-25.5%
+48,365.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.6% |
| 7D | -2.5% | -8.2% | +5.7% | -1.7% |
| 30D | -1.1% | -0.2% | -0.9% | -1.2% |
| 3M | +14.3% | -2.7% | +17.0% | +14.3% |
| 6M | -31.9% | -7.5% | -24.4% | -31.8% |
| YTD | -30.7% | +38.3% | -68.9% | -33.4% |
| 1Y | -41.1% | +81.8% | -122.9% | -45.1% |
| 3Y | -17.1% | -30.2% | +13.1% | -17.5% |
| 5Y | -7.5% | +59.9% | -67.5% | -18.8% |
| 10Y | +192.6% | -41.9% | +234.5% | +141.9% |
| All | +48,339.6% | -25.5% | +48,365.1% | +37,792.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling