-48.9%
TSLL vs TSCO
-29.3%
-19.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.9% | +8.0% | +11.4% |
| 7D | -14.3% | +5.9% | -20.2% | -13.3% |
| 30D | -6.2% | +11.0% | -17.1% | -3.9% |
| 3M | +21.2% | +9.0% | +12.2% | +23.9% |
| 6M | -36.6% | +23.9% | -60.4% | -33.4% |
| YTD | -47.8% | -23.7% | -24.0% | -40.6% |
| All | -48.9% | -29.3% | -19.6% | -40.6% |
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