-17.3%
TSCO vs ROIV
+230.5%
-247.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.7% |
| 7D | -2.5% | +22.3% | -24.8% | -4.4% |
| 30D | -1.1% | +16.9% | -18.0% | -2.7% |
| 3M | +14.3% | +43.9% | -29.7% | +9.9% |
| 6M | -31.9% | +41.6% | -73.5% | -34.5% |
| YTD | -30.7% | +92.7% | -123.4% | -35.7% |
| 1Y | -41.1% | +210.2% | -251.2% | -48.2% |
| All | -17.3% | +230.5% | -247.8% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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