-40.9%
TSCO vs ROP
-21.5%
-19.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.8% |
| 7D | +0.8% | -4.4% | +5.2% | +1.7% |
| 30D | +5.5% | +3.2% | +2.2% | +4.7% |
| 3M | +20.0% | +23.1% | -3.1% | +15.0% |
| 6M | -29.8% | +13.3% | -43.1% | -32.5% |
| YTD | -28.7% | -7.9% | -20.8% | -31.6% |
| 1Y | -40.9% | -22.1% | -18.9% | -44.4% |
| All | -40.9% | -21.5% | -19.5% | -44.4% |
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