+123.2%
GLW vs TSCO
-40.6%
+163.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.6% |
| 7D | +3.8% | +0.8% | +3.0% | +3.7% |
| 30D | -1.3% | +5.5% | -6.8% | -1.7% |
| 3M | -21.8% | +20.0% | -41.8% | -22.4% |
| 6M | +6.9% | -29.8% | +36.7% | +19.4% |
| YTD | +77.2% | -28.7% | +105.8% | +98.7% |
| 1Y | +123.2% | -40.9% | +164.2% | +161.6% |
| All | +123.2% | -40.6% | +163.9% | +161.6% |
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 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