+186.9%
LQD vs TSCO
+5,063.6%
-4,876.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | -1.1% | -3.1% | +2.0% | -1.1% |
| 30D | -1.1% | -4.4% | +3.2% | -1.1% |
| 3M | -2.3% | +9.7% | -12.0% | -2.4% |
| 6M | -2.9% | -32.4% | +29.5% | -2.7% |
| YTD | -2.3% | -31.7% | +29.3% | -2.1% |
| 1Y | -2.2% | -41.3% | +39.1% | -1.9% |
| 3Y | +14.0% | -18.3% | +32.3% | +14.2% |
| 5Y | -5.8% | -10.3% | +4.5% | -5.6% |
| 10Y | +22.2% | +188.5% | -166.3% | +23.5% |
| All | +186.9% | +5,063.6% | -4,876.7% | +208.9% |
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