+181.2%
TSCO vs ROL
+211.6%
-30.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -5.7% | -3.2% | -2.5% | -4.7% |
| 30D | -8.8% | -4.9% | -3.9% | -7.3% |
| 3M | +6.3% | -25.8% | +32.2% | +16.9% |
| 6M | -32.3% | -37.6% | +5.3% | -21.0% |
| YTD | -32.7% | -41.5% | +8.8% | -20.1% |
| 1Y | -43.7% | -39.5% | -4.2% | -34.1% |
| 3Y | -19.7% | +0.1% | -19.8% | -22.2% |
| 5Y | -11.6% | -4.6% | -7.0% | -15.0% |
| All | +181.2% | +211.6% | -30.4% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling