+18,762.2%
TSCO vs RL
+1,366.2%
+17,396.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.6% |
| 7D | +0.8% | -0.8% | +1.6% | +1.0% |
| 30D | +5.5% | -7.8% | +13.2% | +7.6% |
| 3M | +20.0% | -4.0% | +24.0% | +20.8% |
| 6M | -29.8% | -1.9% | -27.9% | -30.1% |
| YTD | -28.7% | -0.2% | -28.5% | -29.4% |
| 1Y | -40.9% | +10.7% | -51.6% | -43.3% |
| 3Y | -15.9% | +210.8% | -226.7% | -40.7% |
| 5Y | -3.5% | +238.2% | -241.7% | -35.3% |
| 10Y | +142.2% | +313.4% | -171.2% | +39.9% |
| All | +18,762.2% | +1,366.2% | +17,396.0% | +6,891.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling