+19.5%
RSP vs TSCO
-33.2%
+52.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | +4.3% | +11.3% | -7.1% | +2.8% |
| 3M | -0.3% | +1.5% | -1.8% | -0.7% |
| 6M | +9.8% | +24.0% | -14.1% | +6.5% |
| YTD | +16.8% | -25.7% | +42.5% | +20.4% |
| 1Y | +19.5% | -33.6% | +53.1% | +27.7% |
| All | +19.5% | -33.2% | +52.7% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling