-18.4%
TSCO vs ROST
+93.5%
-111.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -3.1% | -2.5% | -0.6% | -2.4% |
| 30D | -4.4% | -10.3% | +5.9% | -1.4% |
| 3M | +9.7% | -2.6% | +12.3% | +10.2% |
| 6M | -32.4% | +6.5% | -38.9% | -34.2% |
| YTD | -31.7% | +25.9% | -57.6% | -37.3% |
| 1Y | -41.3% | +52.3% | -93.6% | -49.8% |
| All | -18.4% | +93.5% | -111.9% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 3y: compounded portfolio wealth divided by compounded ROST 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…
3y analysis · Full analysis span regression · 6 months rolling