-18.4%
TSCO vs RVTY
+13.9%
-32.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | -3.1% | -7.4% | +4.3% | -1.4% |
| 30D | -4.4% | +4.5% | -8.9% | -5.5% |
| 3M | +9.7% | +19.5% | -9.8% | +4.7% |
| 6M | -32.4% | +34.1% | -66.5% | -37.7% |
| YTD | -31.7% | +25.3% | -56.9% | -36.2% |
| 1Y | -41.3% | +47.0% | -88.3% | -47.7% |
| All | -18.4% | +13.9% | -32.3% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling