+851.8%
GLW vs TSCO
+185.7%
+666.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.5% |
| 7D | +7.8% | -5.7% | +13.5% | +9.9% |
| 30D | -0.4% | -8.8% | +8.3% | +2.4% |
| 3M | -5.6% | +6.3% | -11.9% | -7.8% |
| 6M | +26.7% | -32.3% | +59.0% | +43.4% |
| YTD | +91.0% | -32.7% | +123.7% | +116.2% |
| 1Y | +122.4% | -43.7% | +166.1% | +167.8% |
| 3Y | +471.0% | -19.7% | +490.7% | +487.0% |
| 5Y | +385.6% | -11.6% | +397.3% | +367.6% |
| All | +851.8% | +185.7% | +666.1% | +490.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling