-11.0%
TSCO vs TLN
+602.5%
-613.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.8% |
| 7D | +1.7% | +10.9% | -9.2% | +1.6% |
| 30D | +2.8% | -6.3% | +9.1% | +2.9% |
| 3M | +17.9% | -10.7% | +28.6% | +17.9% |
| 6M | -28.6% | +1.6% | -30.2% | -28.8% |
| YTD | -28.0% | -13.1% | -15.0% | -28.2% |
| 1Y | -39.9% | -15.1% | -24.8% | -40.0% |
| 3Y | -14.0% | +495.0% | -509.0% | -27.7% |
| All | -11.0% | +602.5% | -613.5% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling