+47,655.7%
TSCO vs RRX
+1,998.7%
+45,657.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.8% |
| 7D | -3.1% | -3.7% | +0.6% | -1.9% |
| 30D | -4.4% | -9.3% | +4.9% | -1.5% |
| 3M | +9.7% | -21.8% | +31.5% | +16.6% |
| 6M | -32.4% | -22.0% | -10.4% | -29.4% |
| YTD | -31.7% | +11.9% | -43.6% | -37.2% |
| 1Y | -41.3% | +11.6% | -52.9% | -46.4% |
| 3Y | -18.3% | +2.2% | -20.5% | -27.5% |
| 5Y | -10.3% | +14.9% | -25.1% | -25.8% |
| 10Y | +188.5% | +214.2% | -25.8% | +57.1% |
| All | +47,655.7% | +1,998.7% | +45,657.1% | +4,964.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling