-10.3%
TSCO vs ROIV
+310.6%
-320.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.3% |
| 7D | -3.1% | +19.0% | -22.1% | -4.1% |
| 30D | -4.4% | +16.1% | -20.5% | -5.2% |
| 3M | +9.7% | +44.1% | -34.4% | +7.4% |
| 6M | -32.4% | +37.8% | -70.3% | -33.7% |
| YTD | -31.7% | +88.7% | -120.3% | -34.2% |
| 1Y | -41.3% | +197.3% | -238.6% | -44.8% |
| 3Y | -18.3% | +224.9% | -243.2% | -24.2% |
| 5Y | -10.3% | +311.0% | -321.3% | -22.5% |
| All | -10.3% | +310.6% | -320.9% | -22.5% |
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