-14.0%
TSCO vs RY
+159.6%
-173.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.1% |
| 7D | +1.7% | +2.7% | -1.0% | +0.6% |
| 30D | +2.8% | -1.0% | +3.8% | +3.1% |
| 3M | +17.9% | +7.6% | +10.2% | +13.9% |
| 6M | -28.6% | +29.5% | -58.0% | -36.1% |
| YTD | -28.0% | +24.2% | -52.2% | -34.7% |
| 1Y | -39.9% | +46.4% | -86.2% | -49.3% |
| 3Y | -14.0% | +159.4% | -173.4% | -46.5% |
| All | -14.0% | +159.6% | -173.6% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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