+126.1%
GLD vs TSCO
-17.4%
+143.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.1% |
| 7D | +0.1% | -2.5% | +2.6% | +0.3% |
| 30D | +0.2% | -1.1% | +1.3% | +0.2% |
| 3M | +3.2% | +14.3% | -11.1% | +2.3% |
| 6M | -14.6% | -31.9% | +17.2% | -12.4% |
| YTD | +1.8% | -30.7% | +32.5% | +4.5% |
| 1Y | +20.7% | -41.1% | +61.8% | +24.7% |
| All | +126.1% | -17.4% | +143.5% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling