-0.4%
TLT vs TSCO
-14.3%
+13.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +0.4% | +1.7% | -1.3% | +0.3% |
| 30D | -0.3% | +2.8% | -3.1% | -0.5% |
| 3M | -1.7% | +17.9% | -19.6% | -2.8% |
| 6M | -4.9% | -28.6% | +23.7% | -2.9% |
| YTD | -2.8% | -28.0% | +25.3% | -1.0% |
| 1Y | -4.2% | -39.9% | +35.7% | -1.2% |
| All | -0.4% | -14.3% | +13.9% | -3.9% |
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 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