+181.2%
TSCO vs RRC
+4.9%
+176.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -5.7% | -1.8% | -3.9% | -5.5% |
| 30D | -8.8% | +2.7% | -11.4% | -9.0% |
| 3M | +6.3% | +8.8% | -2.5% | +5.4% |
| 6M | -32.3% | -1.2% | -31.1% | -32.3% |
| YTD | -32.7% | +17.6% | -50.3% | -33.9% |
| 1Y | -43.7% | +18.4% | -62.1% | -44.8% |
| 3Y | -19.7% | +33.1% | -52.8% | -22.8% |
| 5Y | -11.6% | +148.2% | -159.8% | -21.3% |
| All | +181.2% | +4.9% | +176.4% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling