+54.2%
RGTI vs TSCO
-2.1%
+56.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.6% |
| 7D | +0.5% | -5.7% | +6.1% | +3.7% |
| 30D | -17.1% | -8.8% | -8.3% | -13.1% |
| 3M | -26.0% | +6.3% | -32.3% | -29.1% |
| 6M | -9.9% | -32.3% | +22.4% | +11.6% |
| YTD | -31.1% | -32.7% | +1.6% | -15.0% |
| 1Y | -8.5% | -43.7% | +35.2% | +26.0% |
| 3Y | +652.2% | -19.7% | +671.9% | +764.6% |
| 5Y | +56.8% | -11.6% | +68.4% | +71.1% |
| All | +54.2% | -2.1% | +56.3% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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