+48,339.6%
TSCO vs ROST
+61,628.4%
-13,288.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.2% |
| 7D | -2.5% | -2.2% | -0.2% | -1.8% |
| 30D | -1.1% | -11.4% | +10.3% | +2.2% |
| 3M | +14.3% | -1.6% | +15.9% | +14.5% |
| 6M | -31.9% | +6.8% | -38.7% | -33.5% |
| YTD | -30.7% | +25.8% | -56.5% | -35.5% |
| 1Y | -41.1% | +52.4% | -93.5% | -48.1% |
| 3Y | -17.1% | +94.4% | -111.5% | -32.4% |
| 5Y | -7.5% | +108.2% | -115.7% | -27.6% |
| 10Y | +192.6% | +308.5% | -115.9% | +82.2% |
| All | +48,339.6% | +61,628.4% | -13,288.8% | +13,739.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling