-29.4%
TSCO vs TLN
-17.6%
-11.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.5% | +12.8% | +3.6% |
| 7D | +15.7% | -6.0% | +21.8% | +15.3% |
| 30D | +16.4% | -1.5% | +18.0% | +16.3% |
| 3M | +11.2% | -3.9% | +15.1% | +11.0% |
| 6M | +14.9% | -15.0% | +30.0% | +13.9% |
| YTD | -25.4% | -12.8% | -12.6% | -25.9% |
| 1Y | -29.4% | -17.3% | -12.1% | -29.6% |
| All | -29.4% | -17.6% | -11.8% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling