-40.9%
TSCO vs RCL
-23.9%
-17.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.1% |
| 7D | +0.8% | -5.1% | +5.9% | +1.2% |
| 30D | +5.5% | -19.0% | +24.5% | +7.2% |
| 3M | +20.0% | -9.6% | +29.5% | +20.8% |
| 6M | -29.8% | -6.7% | -23.1% | -29.6% |
| YTD | -28.7% | -3.9% | -24.7% | -29.0% |
| 1Y | -40.9% | -25.1% | -15.8% | -36.9% |
| All | -40.9% | -23.9% | -17.0% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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