+203.4%
RSP vs TSCO
+190.2%
+13.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -3.1% | -3.1% | 0.0% | -2.2% |
| 30D | -3.4% | -4.4% | +1.0% | -2.2% |
| 3M | +3.6% | +9.7% | -6.1% | +0.4% |
| 6M | +9.0% | -32.4% | +41.4% | +21.7% |
| YTD | +12.2% | -31.7% | +43.8% | +24.4% |
| 1Y | +15.6% | -41.3% | +56.8% | +34.3% |
| 3Y | +51.6% | -18.3% | +70.0% | +55.2% |
| 5Y | +50.4% | -10.3% | +60.7% | +46.5% |
| All | +203.4% | +190.2% | +13.3% | +104.6% |
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