+181.2%
TSCO vs RVTY
+145.6%
+35.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.4% |
| 7D | -5.7% | -4.5% | -1.1% | -4.3% |
| 30D | -8.8% | +5.5% | -14.2% | -10.5% |
| 3M | +6.3% | +22.5% | -16.2% | -1.0% |
| 6M | -32.3% | +38.9% | -71.2% | -40.0% |
| YTD | -32.7% | +28.7% | -61.4% | -39.2% |
| 1Y | -43.7% | +45.5% | -89.2% | -51.5% |
| 3Y | -19.7% | +16.4% | -36.0% | -27.7% |
| 5Y | -11.6% | -32.7% | +21.1% | -4.4% |
| All | +181.2% | +145.6% | +35.6% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling