-9.2%
TSCO vs RL
+243.2%
-252.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +0.1% | +2.4% | -2.3% | -0.5% |
| 30D | +8.7% | +4.6% | +4.1% | +7.4% |
| 3M | +1.2% | -1.1% | +2.4% | +1.4% |
| 6M | +21.6% | +16.5% | +5.0% | +16.0% |
| YTD | -25.3% | +11.4% | -36.7% | -28.2% |
| 1Y | -33.0% | +16.1% | -49.1% | -36.3% |
| 3Y | -2.3% | +252.6% | -254.9% | -35.0% |
| 5Y | -9.2% | +244.9% | -254.0% | -44.8% |
| All | -9.2% | +243.2% | -252.3% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling