+459.7%
GLW vs TSCO
-18.6%
+478.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.9% |
| 7D | +11.7% | -3.1% | +14.8% | +12.4% |
| 30D | +2.7% | -4.4% | +7.0% | +3.4% |
| 3M | -2.8% | +9.7% | -12.5% | -4.8% |
| 6M | +20.2% | -32.4% | +52.6% | +33.7% |
| YTD | +87.3% | -31.7% | +118.9% | +107.3% |
| 1Y | +119.6% | -41.3% | +160.9% | +153.5% |
| All | +459.7% | -18.6% | +478.3% | +457.1% |
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