-8.1%
TSCO vs TLN
+710.8%
-718.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.5% |
| 7D | +0.3% | +11.0% | -10.8% | +0.3% |
| 30D | +11.3% | +4.9% | +6.4% | +11.3% |
| 3M | +1.5% | +4.9% | -3.4% | +1.4% |
| 6M | +24.0% | +7.1% | +16.8% | +23.6% |
| YTD | -25.7% | +0.3% | -26.0% | -25.9% |
| 1Y | -33.6% | +5.9% | -39.5% | -33.9% |
| 3Y | -1.5% | +578.5% | -580.0% | -17.3% |
| All | -8.1% | +710.8% | -718.9% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling