-10.3%
TSCO vs ROL
+15.7%
-26.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.4% |
| 7D | +0.3% | +3.0% | -2.7% | -0.7% |
| 30D | +11.3% | +19.8% | -8.4% | +4.9% |
| 3M | +1.5% | +7.9% | -6.4% | -1.3% |
| 6M | +24.0% | -25.6% | +49.6% | +35.4% |
| YTD | -25.7% | -34.1% | +8.5% | -15.7% |
| 1Y | -33.6% | -31.4% | -2.2% | -25.8% |
| 3Y | -1.5% | +4.7% | -6.2% | -6.7% |
| All | -10.3% | +15.7% | -26.0% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling