-10.3%
TSCO vs ROL
-4.5%
-5.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -3.1% | -3.2% | +0.1% | -2.2% |
| 30D | -4.4% | -6.6% | +2.3% | -2.4% |
| 3M | +9.7% | -27.3% | +37.0% | +20.7% |
| 6M | -32.4% | -38.1% | +5.7% | -21.6% |
| YTD | -31.7% | -41.8% | +10.1% | -19.5% |
| 1Y | -41.3% | -37.8% | -3.5% | -32.6% |
| 3Y | -18.3% | -0.3% | -18.0% | -21.2% |
| 5Y | -10.3% | -5.1% | -5.2% | -18.6% |
| All | -10.3% | -4.5% | -5.7% | -18.6% |
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