+92.7%
LLY vs TSCO
-17.4%
+110.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.9% |
| 7D | -3.1% | -2.5% | -0.6% | -2.6% |
| 30D | -8.6% | -1.1% | -7.5% | -8.4% |
| 3M | -1.6% | +14.3% | -15.9% | -4.8% |
| 6M | +11.8% | -31.9% | +43.7% | +21.9% |
| YTD | +5.1% | -30.7% | +35.8% | +14.2% |
| 1Y | +50.7% | -41.1% | +91.8% | +69.2% |
| All | +92.7% | -17.4% | +110.1% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling