+55.7%
LLY vs TSCO
-40.6%
+96.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | -1.6% | +5.5% | -7.1% | -2.9% |
| 3M | +2.3% | +20.0% | -17.7% | -2.3% |
| 6M | +14.9% | -29.8% | +44.7% | +26.9% |
| YTD | +7.5% | -28.7% | +36.1% | +19.6% |
| 1Y | +55.7% | -40.9% | +96.6% | +71.8% |
| All | +55.7% | -40.6% | +96.3% | +71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling