-18.4%
TSLL vs TSCO
-3.3%
-15.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.4% | +8.8% |
| 7D | -21.2% | +7.1% | -28.3% | -22.6% |
| 30D | -13.3% | +11.8% | -25.1% | -16.1% |
| 3M | +15.4% | +7.4% | +8.0% | +12.6% |
| 6M | -34.2% | +13.4% | -47.7% | -37.5% |
| YTD | -52.9% | -25.9% | -27.0% | -45.6% |
| 1Y | -54.3% | -29.9% | -24.4% | -45.6% |
| 3Y | -18.4% | -3.4% | -15.0% | -30.1% |
| All | -18.4% | -3.3% | -15.1% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling