-9.0%
TSCO vs RL
+222.7%
-231.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.3% | -2.8% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -1.1% | -17.5% | +16.4% | +3.5% |
| 3M | +14.3% | -14.0% | +28.3% | +18.2% |
| 6M | -31.9% | -2.0% | -29.9% | -32.1% |
| YTD | -30.7% | -4.6% | -26.1% | -30.6% |
| 1Y | -41.1% | +9.5% | -50.6% | -43.1% |
| 3Y | -17.1% | +200.5% | -217.6% | -41.8% |
| All | -9.0% | +222.7% | -231.7% | -41.8% |
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