-32.3%
TSCO vs RRX
-18.2%
-14.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -1.6% |
| 7D | -5.7% | -0.3% | -5.3% | -5.6% |
| 30D | -8.8% | -6.1% | -2.6% | -8.6% |
| 3M | +6.3% | -23.1% | +29.4% | +6.8% |
| 6M | -32.3% | -19.5% | -12.7% | -33.2% |
| All | -32.3% | -18.2% | -14.0% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 6mo: compounded portfolio wealth divided by compounded RRX 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…
6mo analysis · Full analysis span regression · 6 months rolling