-20.7%
TLT vs TSCO
+185.7%
-206.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | -1.6% | -5.7% | +4.0% | -1.8% |
| 30D | -1.1% | -8.8% | +7.6% | -1.3% |
| 3M | -4.9% | +6.3% | -11.2% | -4.7% |
| 6M | -5.0% | -32.3% | +27.2% | -5.9% |
| YTD | -4.4% | -32.7% | +28.3% | -5.3% |
| 1Y | -6.4% | -43.7% | +37.3% | -7.8% |
| 3Y | -2.0% | -19.7% | +17.7% | -1.8% |
| 5Y | -35.0% | -11.6% | -23.4% | -34.0% |
| All | -20.7% | +185.7% | -206.4% | -8.1% |
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 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