-29.4%
TSCO vs ROP
+10.4%
-39.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.3% | +2.9% |
| 7D | +15.7% | +11.7% | +4.0% | +11.9% |
| 30D | +16.4% | +35.5% | -19.0% | +6.6% |
| 3M | +11.2% | +25.6% | -14.4% | +3.6% |
| 6M | +14.9% | +39.3% | -24.3% | +3.1% |
| YTD | -25.4% | +11.6% | -37.1% | -30.6% |
| 1Y | -29.4% | +10.6% | -40.0% | -33.9% |
| All | -29.4% | +10.4% | -39.8% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling