+147.4%
RTX vs TSCO
-10.1%
+157.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +6.5% | +11.3% | -4.8% | +4.2% |
| 3M | -9.6% | +1.5% | -11.1% | -10.1% |
| 6M | +12.3% | +24.0% | -11.6% | +7.0% |
| YTD | +9.5% | -25.7% | +35.1% | +15.1% |
| 1Y | +15.8% | -33.6% | +49.4% | +24.6% |
| 3Y | +157.0% | -1.5% | +158.5% | +145.8% |
| All | +147.4% | -10.1% | +157.6% | +133.9% |
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