+50,177.5%
TSCO vs RVTY
+1,983.3%
+48,194.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.4% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | +2.8% | +10.8% | -8.0% | +0.1% |
| 3M | +17.9% | +26.8% | -8.9% | +10.8% |
| 6M | -28.6% | +39.3% | -67.9% | -34.8% |
| YTD | -28.0% | +31.6% | -59.7% | -33.6% |
| 1Y | -39.9% | +47.7% | -87.6% | -46.2% |
| 3Y | -14.0% | +19.9% | -33.9% | -20.7% |
| 5Y | -2.9% | -32.3% | +29.4% | +1.5% |
| 10Y | +199.5% | +138.4% | +61.1% | +128.6% |
| All | +50,177.5% | +1,983.3% | +48,194.2% | +15,675.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RVTY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling