+19,646.3%
TSCO vs RL
+1,536.1%
+18,110.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +0.1% | +2.4% | -2.3% | -0.6% |
| 30D | +8.7% | +4.6% | +4.1% | +7.3% |
| 3M | +1.2% | -1.1% | +2.4% | +1.4% |
| 6M | +21.6% | +16.5% | +5.0% | +15.7% |
| YTD | -25.3% | +11.4% | -36.7% | -28.3% |
| 1Y | -33.0% | +16.1% | -49.1% | -36.5% |
| 3Y | -2.3% | +252.6% | -254.9% | -33.3% |
| 5Y | -9.2% | +244.9% | -254.0% | -39.2% |
| 10Y | +202.2% | +342.4% | -140.1% | +71.3% |
| All | +19,646.3% | +1,536.1% | +18,110.1% | +7,001.3% |
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