+279.2%
RTX vs TSCO
+185.7%
+93.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -1.5% | -5.7% | +4.1% | -0.1% |
| 30D | -11.0% | -8.8% | -2.2% | -9.0% |
| 3M | +7.7% | +6.3% | +1.3% | +5.7% |
| 6M | -3.9% | -32.3% | +28.4% | +5.5% |
| YTD | +9.0% | -32.7% | +41.7% | +19.3% |
| 1Y | +27.3% | -43.7% | +70.9% | +45.8% |
| 3Y | +172.9% | -19.7% | +192.6% | +177.1% |
| 5Y | +165.2% | -11.6% | +176.8% | +156.0% |
| All | +279.2% | +185.7% | +93.5% | +155.3% |
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