-18.4%
TSCO vs RCL
+171.1%
-189.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -3.1% | -2.5% | -0.7% | -2.8% |
| 30D | -4.4% | -15.7% | +11.3% | -2.0% |
| 3M | +9.7% | -3.6% | +13.3% | +10.1% |
| 6M | -32.4% | -8.7% | -23.8% | -31.9% |
| YTD | -31.7% | -6.2% | -25.5% | -32.0% |
| 1Y | -41.3% | -22.9% | -18.4% | -39.6% |
| All | -18.4% | +171.1% | -189.5% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling