+181.2%
TSCO vs RCL
+346.0%
-164.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.6% |
| 7D | -5.7% | -1.9% | -3.8% | -5.5% |
| 30D | -8.8% | -15.5% | +6.8% | -7.1% |
| 3M | +6.3% | -9.7% | +16.0% | +7.3% |
| 6M | -32.3% | -8.7% | -23.5% | -31.9% |
| YTD | -32.7% | -5.8% | -26.9% | -32.9% |
| 1Y | -43.7% | -24.5% | -19.2% | -42.6% |
| 3Y | -19.7% | +173.9% | -193.6% | -29.2% |
| 5Y | -11.6% | +228.0% | -239.6% | -25.7% |
| All | +181.2% | +346.0% | -164.8% | +126.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling