-43.7%
TSCO vs TLN
-23.3%
-20.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -5.7% | -1.3% | -4.3% | -5.7% |
| 30D | -8.8% | -14.3% | +5.6% | -9.5% |
| 3M | +6.3% | -9.3% | +15.6% | +5.8% |
| 6M | -32.3% | -1.1% | -31.2% | -32.2% |
| YTD | -32.7% | -16.6% | -16.1% | -33.3% |
| 1Y | -43.7% | -22.0% | -21.7% | -45.5% |
| All | -43.7% | -23.3% | -20.4% | -45.5% |
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