+8,766.7%
LIN vs TSCO
+49,750.1%
-40,983.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | -2.4% | +5.5% | -7.9% | -2.9% |
| 3M | -5.6% | +20.0% | -25.5% | -7.1% |
| 6M | -3.4% | -29.8% | +26.4% | -0.7% |
| YTD | +13.1% | -28.7% | +41.8% | +16.0% |
| 1Y | +2.5% | -40.9% | +43.4% | +6.7% |
| 3Y | +27.6% | -15.9% | +43.5% | +28.6% |
| 5Y | +63.0% | -3.5% | +66.5% | +61.9% |
| 10Y | +359.3% | +142.2% | +217.1% | +321.2% |
| All | +8,766.7% | +49,750.1% | -40,983.3% | +6,721.3% |
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