+9,466.3%
LIN vs TSCO
+51,687.6%
-42,221.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | +0.2% | +7.1% | -6.9% | -0.4% |
| 30D | +6.5% | +11.8% | -5.3% | +5.4% |
| 3M | +5.5% | +7.4% | -1.9% | +4.7% |
| 6M | +3.3% | +13.4% | -10.1% | +2.0% |
| YTD | +22.0% | -25.9% | +47.9% | +24.6% |
| 1Y | +25.7% | -29.9% | +55.6% | +29.0% |
| 3Y | +36.2% | -3.4% | +39.6% | +35.7% |
| 5Y | +66.1% | -9.4% | +75.5% | +65.6% |
| 10Y | +431.0% | +227.1% | +203.9% | +376.9% |
| All | +9,466.3% | +51,687.6% | -42,221.3% | +7,229.0% |
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