-19.7%
TSCO vs ROK
+51.1%
-70.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | -5.7% | -1.2% | -4.4% | -5.4% |
| 30D | -8.8% | -4.8% | -4.0% | -7.8% |
| 3M | +6.3% | -6.1% | +12.4% | +7.4% |
| 6M | -32.3% | +15.5% | -47.7% | -35.4% |
| YTD | -32.7% | +11.2% | -43.9% | -35.4% |
| 1Y | -43.7% | +23.8% | -67.5% | -47.6% |
| 3Y | -19.7% | +53.1% | -72.8% | -33.6% |
| All | -19.7% | +51.1% | -70.7% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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