-10.3%
TSCO vs RCL
+223.1%
-233.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.9% |
| 3M | +9.7% | -3.6% | +13.3% | +10.1% |
| 6M | -32.4% | -8.7% | -23.8% | -31.8% |
| YTD | -31.7% | -6.2% | -25.5% | -31.9% |
| 1Y | -41.3% | -22.9% | -18.4% | -39.8% |
| 3Y | -18.3% | +173.6% | -191.9% | -33.4% |
| 5Y | -10.3% | +226.6% | -236.8% | -33.1% |
| All | -10.3% | +223.1% | -233.3% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling