-41.3%
TSCO vs RL
+9.4%
-50.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -3.1% | -2.2% | -0.9% | -2.7% |
| 30D | -4.4% | -15.3% | +11.0% | -1.1% |
| 3M | +9.7% | -10.3% | +20.0% | +11.8% |
| 6M | -32.4% | -2.2% | -30.2% | -32.5% |
| YTD | -31.7% | -4.3% | -27.4% | -32.1% |
| 1Y | -41.3% | +8.9% | -50.1% | -44.4% |
| All | -41.3% | +9.4% | -50.6% | -44.4% |
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