+394.5%
GLW vs TSCO
-6.8%
+401.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +2.4% |
| 7D | +16.9% | -2.5% | +19.3% | +17.6% |
| 30D | +7.0% | -1.1% | +8.1% | +7.1% |
| 3M | -3.0% | +14.3% | -17.2% | -6.5% |
| 6M | +31.0% | -31.9% | +62.9% | +46.1% |
| YTD | +93.4% | -30.7% | +124.1% | +114.1% |
| 1Y | +134.7% | -41.1% | +175.8% | +172.8% |
| 3Y | +471.8% | -17.1% | +488.9% | +479.4% |
| 5Y | +394.5% | -7.5% | +402.0% | +371.5% |
| All | +394.5% | -6.8% | +401.2% | +371.5% |
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