-2.9%
TSCO vs RY
+140.3%
-143.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.2% |
| 7D | +1.7% | +2.7% | -1.0% | +0.4% |
| 30D | +2.8% | -1.0% | +3.8% | +3.2% |
| 3M | +17.9% | +7.6% | +10.2% | +13.7% |
| 6M | -28.6% | +29.5% | -58.0% | -36.7% |
| YTD | -28.0% | +24.2% | -52.2% | -35.2% |
| 1Y | -39.9% | +46.4% | -86.2% | -49.9% |
| 3Y | -14.0% | +159.4% | -173.4% | -46.3% |
| 5Y | -2.9% | +141.8% | -144.8% | -37.4% |
| All | -2.9% | +140.3% | -143.2% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling