+161.5%
SLV vs TSCO
-9.4%
+170.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -3.9% | -5.2% |
| 7D | -5.0% | -3.1% | -1.9% | -4.8% |
| 30D | -1.8% | -4.4% | +2.6% | -1.4% |
| 3M | -0.3% | +9.7% | -10.0% | -1.3% |
| 6M | -28.2% | -32.4% | +4.2% | -24.9% |
| YTD | -10.7% | -31.7% | +20.9% | -6.7% |
| 1Y | +53.7% | -41.3% | +95.0% | +62.6% |
| 3Y | +173.7% | -18.3% | +192.0% | +178.4% |
| 5Y | +161.5% | -10.3% | +171.7% | +165.1% |
| All | +161.5% | -9.4% | +170.9% | +165.1% |
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 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