-29.4%
TSCO vs RSG
+19.5%
-48.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.8% |
| 7D | +15.7% | +5.1% | +10.6% | +13.4% |
| 30D | +16.4% | +15.3% | +1.1% | +10.6% |
| 3M | +11.2% | +18.6% | -7.4% | +4.7% |
| 6M | +14.9% | +19.5% | -4.6% | +7.9% |
| YTD | -25.4% | +17.2% | -42.6% | -29.9% |
| 1Y | -29.4% | +19.6% | -48.9% | -33.4% |
| All | -29.4% | +19.5% | -48.9% | -33.4% |
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