+13,201.2%
TSCO vs RSG
+2,015.5%
+11,185.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -5.7% | 0.0% | -5.7% | -5.7% |
| 30D | -8.8% | +4.0% | -12.7% | -9.7% |
| 3M | +6.3% | +7.4% | -1.0% | +4.3% |
| 6M | -32.3% | +0.1% | -32.4% | -32.4% |
| YTD | -32.7% | +6.0% | -38.7% | -33.9% |
| 1Y | -43.7% | -3.0% | -40.7% | -43.4% |
| 3Y | -19.7% | +56.5% | -76.2% | -28.8% |
| 5Y | -11.6% | +90.9% | -102.5% | -25.7% |
| 10Y | +184.1% | +428.7% | -244.6% | +86.4% |
| All | +13,201.2% | +2,015.5% | +11,185.6% | +6,432.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling