-9.2%
TSCO vs ROIV
+413.4%
-422.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | 0.0% |
| 7D | +0.1% | +9.2% | -9.1% | -0.5% |
| 30D | +8.7% | +19.9% | -11.2% | +7.5% |
| 3M | +1.2% | +10.6% | -9.3% | +0.4% |
| 6M | +21.6% | +36.1% | -14.5% | +18.9% |
| YTD | -25.3% | +84.3% | -109.6% | -28.4% |
| 1Y | -33.0% | +87.6% | -120.6% | -35.9% |
| 3Y | -2.3% | +353.9% | -356.2% | -11.3% |
| 5Y | -9.2% | +376.1% | -385.2% | -25.5% |
| All | -9.2% | +413.4% | -422.5% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling