+159.7%
GILD vs TSCO
+185.7%
-26.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.4% |
| 7D | -4.8% | -5.7% | +0.8% | -3.6% |
| 30D | +5.8% | -8.8% | +14.5% | +7.8% |
| 3M | +14.9% | +6.3% | +8.6% | +13.2% |
| 6M | -0.4% | -32.3% | +31.9% | +7.9% |
| YTD | +18.5% | -32.7% | +51.2% | +28.3% |
| 1Y | +25.1% | -43.7% | +68.8% | +40.6% |
| 3Y | +105.9% | -19.7% | +125.6% | +110.2% |
| 5Y | +143.0% | -11.6% | +154.6% | +138.3% |
| All | +159.7% | +185.7% | -26.0% | +84.1% |
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