+369.0%
LIN vs TSCO
+189.4%
+179.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.6% |
| 7D | -4.0% | -2.5% | -1.5% | -3.3% |
| 30D | -4.9% | -1.1% | -3.8% | -4.8% |
| 3M | -9.2% | +14.3% | -23.5% | -12.6% |
| 6M | -2.6% | -31.9% | +29.3% | +7.2% |
| YTD | +10.5% | -30.7% | +41.2% | +20.6% |
| 1Y | -0.1% | -41.1% | +41.0% | +14.0% |
| 3Y | +25.4% | -17.1% | +42.5% | +27.8% |
| 5Y | +59.7% | -7.5% | +67.2% | +54.5% |
| 10Y | +369.0% | +192.6% | +176.4% | +220.5% |
| All | +369.0% | +189.4% | +179.5% | +220.5% |
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