-29.4%
TSCO vs RL
+34.3%
-63.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.5% | -0.3% | +3.2% |
| 7D | +15.7% | +5.8% | +9.9% | +14.3% |
| 30D | +16.4% | +12.7% | +3.7% | +13.4% |
| 3M | +11.2% | +9.3% | +1.9% | +8.9% |
| 6M | +14.9% | +16.9% | -2.0% | +10.4% |
| YTD | -25.4% | +17.5% | -42.9% | -29.2% |
| 1Y | -29.4% | +34.6% | -64.0% | -37.5% |
| All | -29.4% | +34.3% | -63.7% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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