+140.0%
GLD vs TSCO
-6.8%
+146.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.0% |
| 7D | +0.1% | -2.5% | +2.6% | +0.2% |
| 30D | +0.2% | -1.1% | +1.3% | +0.2% |
| 3M | +3.2% | +14.3% | -11.1% | +2.7% |
| 6M | -14.6% | -31.9% | +17.2% | -13.3% |
| YTD | +1.8% | -30.7% | +32.5% | +3.3% |
| 1Y | +20.7% | -41.1% | +61.8% | +23.1% |
| 3Y | +126.5% | -17.1% | +143.6% | +128.8% |
| 5Y | +140.0% | -7.5% | +147.6% | +144.6% |
| All | +140.0% | -6.8% | +146.8% | +144.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling