+390.2%
LLY vs TSCO
-6.8%
+396.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.8% |
| 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% | +21.5% |
| YTD | +5.1% | -30.7% | +35.8% | +13.7% |
| 1Y | +50.7% | -41.1% | +91.8% | +68.7% |
| 3Y | +95.7% | -17.1% | +112.8% | +100.6% |
| 5Y | +390.2% | -7.5% | +397.7% | +392.0% |
| All | +390.2% | -6.8% | +396.9% | +392.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling