+412.1%
LIN vs TSCO
+226.0%
+186.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +2.0% | +6.8% | -4.8% | +0.3% |
| 30D | +7.9% | +11.3% | -3.4% | +4.7% |
| 3M | +6.3% | +9.1% | -2.8% | +3.5% |
| 6M | +6.5% | +24.2% | -17.7% | -0.3% |
| YTD | +23.6% | -23.5% | +47.1% | +31.2% |
| 1Y | +25.7% | -30.8% | +56.5% | +37.2% |
| 3Y | +35.6% | +0.1% | +35.5% | +31.0% |
| 5Y | +65.9% | -5.3% | +71.2% | +59.6% |
| 10Y | +412.1% | +220.4% | +191.7% | +246.5% |
| All | +412.1% | +226.0% | +186.0% | +246.5% |
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 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