-11.4%
RKT vs TSCO
-11.8%
+0.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.8% |
| 7D | -6.3% | -5.7% | -0.6% | -3.2% |
| 30D | -6.2% | -8.8% | +2.6% | -1.5% |
| 3M | -1.9% | +6.3% | -8.2% | -5.4% |
| 6M | -13.0% | -32.3% | +19.3% | +7.1% |
| YTD | -31.9% | -32.7% | +0.8% | -16.9% |
| 1Y | -37.6% | -43.7% | +6.1% | -15.5% |
| 3Y | +36.8% | -19.7% | +56.5% | +40.5% |
| All | -11.4% | -11.8% | +0.4% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling