+131.2%
TLT vs TSCO
+5,290.0%
-5,158.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.2% |
| 7D | -0.4% | +0.8% | -1.2% | -0.4% |
| 30D | -0.6% | +5.5% | -6.0% | -0.2% |
| 3M | -2.7% | +20.0% | -22.7% | -1.5% |
| 6M | -5.6% | -29.8% | +24.2% | -7.6% |
| YTD | -2.8% | -28.7% | +25.9% | -4.7% |
| 1Y | -1.4% | -40.9% | +39.5% | -4.5% |
| 3Y | -1.6% | -15.9% | +14.4% | -1.9% |
| 5Y | -33.8% | -3.5% | -30.4% | -32.9% |
| 10Y | -21.1% | +142.2% | -163.4% | -11.6% |
| All | +131.2% | +5,290.0% | -5,158.8% | +259.3% |
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