+24.5%
GLD vs TSCO
-40.6%
+65.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.9% |
| 7D | -0.5% | +0.8% | -1.3% | -0.6% |
| 30D | +4.4% | +5.5% | -1.1% | +3.9% |
| 3M | -1.1% | +20.0% | -21.1% | -2.8% |
| 6M | -13.8% | -29.8% | +16.0% | -8.1% |
| YTD | +2.6% | -28.7% | +31.3% | +9.6% |
| 1Y | +24.5% | -40.9% | +65.4% | +33.0% |
| All | +24.5% | -40.6% | +65.1% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling