-23.4%
TSLL vs TSCO
-40.6%
+17.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.1% | -13.0% | -11.7% |
| 7D | +1.9% | +0.8% | +1.1% | +2.0% |
| 30D | +17.8% | +5.5% | +12.3% | +18.5% |
| 3M | -37.0% | +20.0% | -57.0% | -35.4% |
| 6M | -37.7% | -29.8% | -7.9% | -30.4% |
| YTD | -51.4% | -28.7% | -22.7% | -45.6% |
| 1Y | -23.4% | -40.9% | +17.5% | -9.0% |
| All | -23.4% | -40.6% | +17.3% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling