-27.1%
RKT vs TSCO
+24.3%
-51.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.7% |
| 7D | -6.3% | -5.7% | -0.6% | -3.6% |
| 30D | -6.2% | -8.8% | +2.6% | -2.1% |
| 3M | -1.9% | +6.3% | -8.2% | -4.9% |
| 6M | -13.0% | -32.3% | +19.3% | +4.1% |
| YTD | -31.9% | -32.7% | +0.8% | -19.1% |
| 1Y | -37.6% | -43.7% | +6.1% | -19.0% |
| 3Y | +36.8% | -19.7% | +56.5% | +43.6% |
| 5Y | -9.7% | -11.6% | +1.9% | -10.2% |
| All | -27.1% | +24.3% | -51.4% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling