-17.3%
TSCO vs RL
+198.9%
-216.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.3% | -3.0% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -1.1% | -17.5% | +16.4% | +2.7% |
| 3M | +14.3% | -14.0% | +28.3% | +17.4% |
| 6M | -31.9% | -2.0% | -29.9% | -32.0% |
| YTD | -30.7% | -4.6% | -26.1% | -30.6% |
| 1Y | -41.1% | +9.5% | -50.6% | -42.7% |
| All | -17.3% | +198.9% | -216.1% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling