+49,750.0%
TSCO vs ROL
+3,258.2%
+46,491.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +0.8% | -1.4% | +2.2% | +1.3% |
| 30D | +5.5% | -4.1% | +9.5% | +6.9% |
| 3M | +20.0% | -22.5% | +42.5% | +30.5% |
| 6M | -29.8% | -37.7% | +7.9% | -17.6% |
| YTD | -28.7% | -39.6% | +10.9% | -15.6% |
| 1Y | -40.9% | -36.0% | -4.9% | -31.8% |
| 3Y | -15.9% | -5.1% | -10.8% | -16.7% |
| 5Y | -3.5% | -3.4% | -0.1% | -6.6% |
| 10Y | +142.2% | +215.2% | -73.0% | +48.1% |
| All | +49,750.0% | +3,258.2% | +46,491.8% | +15,475.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling