+171.7%
SLV vs TSCO
-18.6%
+190.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -3.9% | -5.2% |
| 7D | -5.0% | -3.1% | -1.9% | -4.7% |
| 30D | -1.8% | -4.4% | +2.6% | -1.4% |
| 3M | -0.3% | +9.7% | -10.0% | -1.4% |
| 6M | -28.2% | -32.4% | +4.2% | -24.0% |
| YTD | -10.7% | -31.7% | +20.9% | -5.4% |
| 1Y | +53.7% | -41.3% | +95.0% | +64.6% |
| All | +171.7% | -18.6% | +190.3% | +157.1% |
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