Hi there,

I do some comparison a la Dual Momentum by comparing two symbols on a chart.  For example, I want to compare the 3 month returns for both SPY and VSS.  I set that up as a comparison, start all plots at same point, and click the 3M (or 6M or 1Y...) under the chart to show just the past 3 months.

With the ruler turned on and showing %, I can then see the return calculated for that past period.

However, when I run a PerfChart on Stockcharts dot com, I get different numbers.  I have attached both screen shots.  I suspect it has something to do with adjusted data or something like that, but the differences seem a bit big.  Or is it that TC2000 uses 63 days where as Stockcharts uses 63 days?

Are you able to let me know if I am doing something wrong in TC2000, or why the differences?

Thanks in advance,

Jeremy

I am pretty sure the starting points are the same.

All of the difference appear to start on the dividend dates going forward (although in same cases these differences are a bit difficult to see until a few bars later when lines get close to or cross either each other or zero.

Thanks as always Bruce.  Makes sense as the data gets adjusted for dividends.  Is either way any better or worse?

I really couldn't say which is better.