+50,177.4%
TSCO vs ROP
+7,608.7%
+42,568.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.7% | +1.9% |
| 7D | +1.7% | -5.4% | +7.1% | +3.7% |
| 30D | +2.8% | -1.6% | +4.5% | +3.3% |
| 3M | +17.9% | +18.8% | -0.9% | +10.3% |
| 6M | -28.6% | +8.2% | -36.8% | -31.0% |
| YTD | -28.0% | -10.5% | -17.6% | -26.0% |
| 1Y | -39.9% | -23.7% | -16.1% | -34.6% |
| 3Y | -14.0% | -17.9% | +3.9% | -9.4% |
| 5Y | -2.9% | -15.3% | +12.4% | +0.9% |
| 10Y | +199.5% | +133.4% | +66.1% | +113.6% |
| All | +50,177.4% | +7,608.7% | +42,568.7% | +2,106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling