+942.2%
RKLB vs TSCO
-19.8%
+962.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.2% |
| 7D | -2.0% | -5.7% | +3.6% | +0.2% |
| 30D | -22.4% | -8.8% | -13.7% | -19.8% |
| 3M | -45.2% | +6.3% | -51.5% | -46.7% |
| 6M | -12.5% | -32.3% | +19.7% | +4.8% |
| YTD | -9.8% | -32.7% | +22.9% | +6.4% |
| 1Y | +30.0% | -43.7% | +73.7% | +70.6% |
| 3Y | +942.2% | -19.7% | +961.9% | +977.8% |
| All | +942.2% | -19.8% | +962.0% | +977.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling