+816.6%
GLD vs TSCO
+2,317.2%
-1,500.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.8% |
| 7D | -0.5% | +0.8% | -1.3% | -0.5% |
| 30D | +4.4% | +5.5% | -1.1% | +4.4% |
| 3M | -1.1% | +20.0% | -21.1% | -1.0% |
| 6M | -13.8% | -29.8% | +16.0% | -13.9% |
| YTD | +2.6% | -28.7% | +31.3% | +2.5% |
| 1Y | +24.5% | -40.9% | +65.4% | +24.1% |
| 3Y | +125.8% | -15.9% | +141.8% | +126.1% |
| 5Y | +137.8% | -3.5% | +141.3% | +138.8% |
| 10Y | +221.4% | +142.2% | +79.2% | +229.6% |
| All | +816.6% | +2,317.2% | -1,500.7% | +924.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling