-1.0%
TSCO vs RY
+160.7%
-161.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | +8.7% | +4.7% | +3.9% | +6.8% |
| 3M | +1.2% | -4.5% | +5.7% | +2.9% |
| 6M | +21.6% | +12.5% | +9.0% | +15.0% |
| YTD | -25.3% | +21.1% | -46.5% | -31.6% |
| 1Y | -33.0% | +38.6% | -71.6% | -42.2% |
| All | -1.0% | +160.7% | -161.7% | -40.0% |
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