-7.2%
GLD vs TSCO
-33.2%
+26.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.1% |
| 3M | -10.9% | +1.5% | -12.4% | -10.9% |
| 6M | -17.4% | +24.0% | -41.4% | -19.1% |
| YTD | -10.3% | -25.7% | +15.4% | -3.8% |
| 1Y | -7.2% | -33.6% | +26.4% | +1.3% |
| All | -7.2% | -33.2% | +26.1% | +1.3% |
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 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