+2,177.2%
GLW vs TSCO
+51,830.1%
-49,652.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.3% |
| 7D | +7.7% | +0.3% | +7.5% | +7.7% |
| 30D | -18.8% | +11.3% | -30.2% | -20.0% |
| 3M | -27.7% | +1.5% | -29.2% | -28.1% |
| 6M | -44.4% | +24.0% | -68.4% | -46.1% |
| YTD | +31.3% | -25.7% | +57.0% | +34.8% |
| 1Y | +40.0% | -33.6% | +73.6% | +45.6% |
| 3Y | +339.2% | -1.5% | +340.8% | +334.6% |
| 5Y | +229.2% | -9.6% | +238.8% | +227.4% |
| 10Y | +528.4% | +200.8% | +327.6% | +446.9% |
| All | +2,177.2% | +51,830.1% | -49,652.9% | +1,462.8% |
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