-40.9%
TSCO vs RSG
-3.6%
-37.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +5.5% | +7.6% | -2.1% | +2.8% |
| 3M | +20.0% | +7.4% | +12.5% | +17.0% |
| 6M | -29.8% | -3.3% | -26.5% | -28.8% |
| YTD | -28.7% | +6.0% | -34.7% | -30.5% |
| 1Y | -40.9% | -3.7% | -37.2% | -40.6% |
| All | -40.9% | -3.6% | -37.3% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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