-43.7%
TSCO vs ROP
-23.7%
-19.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.7% | -4.6% | -1.1% | -4.8% |
| 30D | -8.8% | -1.7% | -7.1% | -8.6% |
| 3M | +6.3% | +17.1% | -10.7% | +3.0% |
| 6M | -32.3% | +10.9% | -43.1% | -34.3% |
| YTD | -32.7% | -12.1% | -20.6% | -35.2% |
| 1Y | -43.7% | -24.2% | -19.4% | -47.9% |
| All | -43.7% | -23.7% | -19.9% | -47.9% |
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