+205.5%
TSCO vs RNG
+302.4%
-96.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | -3.1% | -9.6% | +6.5% | -1.8% |
| 30D | -4.4% | +8.8% | -13.2% | -5.6% |
| 3M | +9.7% | +78.6% | -68.9% | +0.4% |
| 6M | -32.4% | +70.3% | -102.7% | -38.3% |
| YTD | -31.7% | +140.3% | -172.0% | -41.4% |
| 1Y | -41.3% | +126.6% | -167.9% | -49.4% |
| 3Y | -18.3% | +120.2% | -138.5% | -31.5% |
| 5Y | -10.3% | -68.3% | +58.1% | -5.5% |
| 10Y | +188.5% | +220.6% | -32.1% | +93.3% |
| All | +205.5% | +302.4% | -96.9% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling