+181.2%
TSCO vs RL
+311.3%
-130.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -5.7% | -3.4% | -2.2% | -4.9% |
| 30D | -8.8% | -14.4% | +5.7% | -5.7% |
| 3M | +6.3% | -13.6% | +19.9% | +9.5% |
| 6M | -32.3% | +0.6% | -32.8% | -32.8% |
| YTD | -32.7% | -3.6% | -29.1% | -32.8% |
| 1Y | -43.7% | +8.3% | -52.0% | -45.2% |
| 3Y | -19.7% | +204.8% | -224.4% | -39.3% |
| 5Y | -11.6% | +232.9% | -244.6% | -36.1% |
| All | +181.2% | +311.3% | -130.0% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling