-1.0%
TSCO vs ROIV
+362.8%
-363.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.2% |
| 7D | +0.1% | +9.2% | -9.1% | -1.0% |
| 30D | +8.7% | +19.9% | -11.2% | +6.3% |
| 3M | +1.2% | +10.6% | -9.3% | -0.3% |
| 6M | +21.6% | +36.1% | -14.5% | +16.0% |
| YTD | -25.3% | +84.3% | -109.6% | -32.2% |
| 1Y | -33.0% | +87.6% | -120.6% | -39.4% |
| All | -1.0% | +362.8% | -363.9% | -28.5% |
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