-19.7%
TSCO vs RNG
+119.8%
-139.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.7% | -6.1% | +0.4% | -5.0% |
| 30D | -8.8% | +9.6% | -18.4% | -9.8% |
| 3M | +6.3% | +83.3% | -77.0% | -0.6% |
| 6M | -32.3% | +77.9% | -110.2% | -36.9% |
| YTD | -32.7% | +139.9% | -172.6% | -40.2% |
| 1Y | -43.7% | +121.7% | -165.3% | -49.6% |
| 3Y | -19.7% | +121.9% | -141.5% | -31.9% |
| All | -19.7% | +119.8% | -139.4% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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