+181.2%
TSCO vs ROP
+135.6%
+45.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.7% | -4.6% | -1.1% | -3.6% |
| 30D | -8.8% | -1.7% | -7.1% | -8.2% |
| 3M | +6.3% | +17.1% | -10.7% | -1.7% |
| 6M | -32.3% | +10.9% | -43.1% | -35.9% |
| YTD | -32.7% | -12.1% | -20.6% | -29.5% |
| 1Y | -43.7% | -24.2% | -19.4% | -36.9% |
| 3Y | -19.7% | -20.4% | +0.7% | -13.0% |
| 5Y | -11.6% | -15.4% | +3.8% | -8.1% |
| All | +181.2% | +135.6% | +45.6% | +94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling