-51.9%
TSLL vs TSCO
-0.7%
-51.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.9% | +7.0% | +7.5% |
| 7D | +5.8% | +1.7% | +4.1% | +4.9% |
| 30D | +21.7% | +2.8% | +18.9% | +19.8% |
| 3M | -28.2% | +17.9% | -46.1% | -34.5% |
| 6M | -29.5% | -28.6% | -0.9% | -14.7% |
| YTD | -47.5% | -28.0% | -19.5% | -37.7% |
| 1Y | -20.8% | -39.9% | +19.1% | +6.0% |
| 3Y | -26.7% | -14.0% | -12.7% | -30.4% |
| All | -51.9% | -0.7% | -51.2% | -60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling