+55.2%
HYG vs TSCO
+185.7%
-130.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -0.7% | -5.7% | +5.0% | -0.2% |
| 30D | -0.7% | -8.8% | +8.0% | +0.1% |
| 3M | -0.2% | +6.3% | -6.5% | -0.9% |
| 6M | +1.4% | -32.3% | +33.7% | +5.1% |
| YTD | +1.5% | -32.7% | +34.2% | +5.1% |
| 1Y | +2.9% | -43.7% | +46.6% | +8.5% |
| 3Y | +25.6% | -19.7% | +45.3% | +26.4% |
| 5Y | +18.6% | -11.6% | +30.2% | +17.1% |
| All | +55.2% | +185.7% | -130.5% | +37.6% |
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 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