+22.2%
LQD vs TSCO
+185.7%
-163.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -1.1% | -5.7% | +4.6% | -0.9% |
| 30D | -1.3% | -8.8% | +7.5% | -1.0% |
| 3M | -3.2% | +6.3% | -9.5% | -3.5% |
| 6M | -2.1% | -32.3% | +30.1% | -0.8% |
| YTD | -2.4% | -32.7% | +30.3% | -1.0% |
| 1Y | -2.7% | -43.7% | +41.0% | -0.7% |
| 3Y | +14.2% | -19.7% | +33.9% | +14.7% |
| 5Y | -5.8% | -11.6% | +5.8% | -5.8% |
| All | +22.2% | +185.7% | -163.6% | +22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling