+206.1%
GLD vs TSCO
+198.9%
+7.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | -4.6% | +0.3% | -4.9% | -4.6% |
| 30D | -5.5% | +11.3% | -16.8% | -5.7% |
| 3M | -10.9% | +1.5% | -12.4% | -11.0% |
| 6M | -17.4% | +24.0% | -41.4% | -18.0% |
| YTD | -10.3% | -25.7% | +15.4% | -9.6% |
| 1Y | -7.2% | -33.6% | +26.4% | -6.2% |
| 3Y | +96.9% | -1.5% | +98.4% | +97.3% |
| 5Y | +103.8% | -9.6% | +113.4% | +104.0% |
| All | +206.1% | +198.9% | +7.3% | +204.1% |
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