-18.4%
TSCO vs RMD
+50.8%
-69.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -3.1% | -4.2% | +1.1% | -2.2% |
| 30D | -4.4% | -2.1% | -2.3% | -4.0% |
| 3M | +9.7% | +13.8% | -4.1% | +6.3% |
| 6M | -32.4% | -10.6% | -21.8% | -31.0% |
| YTD | -31.7% | -8.1% | -23.6% | -30.8% |
| 1Y | -41.3% | -18.0% | -23.3% | -39.1% |
| All | -18.4% | +50.8% | -69.2% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 3y: compounded portfolio wealth divided by compounded RMD 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…
3y analysis · Full analysis span regression · 6 months rolling