+213.1%
GLD vs TSCO
+190.2%
+22.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | -3.4% | -3.1% | -0.3% | -3.3% |
| 30D | -1.1% | -4.4% | +3.2% | -1.0% |
| 3M | +5.8% | +9.7% | -3.9% | +5.5% |
| 6M | -17.1% | -32.4% | +15.4% | -16.2% |
| YTD | 0.0% | -31.7% | +31.7% | +1.0% |
| 1Y | +18.2% | -41.3% | +59.5% | +19.7% |
| 3Y | +122.6% | -18.3% | +140.9% | +123.9% |
| 5Y | +137.1% | -10.3% | +147.3% | +137.7% |
| All | +213.1% | +190.2% | +22.9% | +210.3% |
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