+329.8%
SLV vs TSCO
+1,298.6%
-968.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.8% |
| 7D | +2.5% | +1.7% | +0.8% | +2.4% |
| 30D | +3.3% | +2.8% | +0.4% | +3.0% |
| 3M | -3.6% | +17.9% | -21.5% | -4.8% |
| 6M | -21.8% | -28.6% | +6.8% | -19.9% |
| YTD | -7.8% | -28.0% | +20.2% | -5.7% |
| 1Y | +58.3% | -39.9% | +98.1% | +63.9% |
| 3Y | +182.6% | -14.0% | +196.6% | +184.1% |
| 5Y | +167.8% | -2.9% | +170.7% | +165.5% |
| 10Y | +218.9% | +199.5% | +19.4% | +191.7% |
| All | +329.8% | +1,298.6% | -968.8% | +255.1% |
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 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