-10.4%
TSCO vs ROST
+114.0%
-124.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.9% | -2.3% |
| 7D | -5.7% | +0.2% | -5.9% | -5.7% |
| 30D | -8.8% | -6.9% | -1.9% | -6.7% |
| 3M | +6.3% | -3.3% | +9.6% | +7.2% |
| 6M | -32.3% | +9.0% | -41.3% | -34.7% |
| YTD | -32.7% | +28.9% | -61.6% | -39.0% |
| 1Y | -43.7% | +54.0% | -97.7% | -52.2% |
| 3Y | -19.7% | +100.7% | -120.4% | -38.9% |
| All | -10.4% | +114.0% | -124.4% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling