-40.9%
TSCO vs RMBS
+16.3%
-57.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +5.5% | -12.2% | +17.6% | +5.3% |
| 3M | +20.0% | -49.5% | +69.5% | +18.8% |
| 6M | -29.8% | -7.1% | -22.6% | -31.6% |
| YTD | -28.7% | -7.0% | -21.7% | -30.8% |
| 1Y | -40.9% | +13.3% | -54.3% | -44.1% |
| All | -40.9% | +16.3% | -57.2% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling