-37.7%
TSLL vs TSCO
-31.1%
-6.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.1% | -13.0% | -11.6% |
| 7D | +1.9% | +0.8% | +1.1% | +2.1% |
| 30D | +17.8% | +5.5% | +12.3% | +19.5% |
| 3M | -37.0% | +20.0% | -57.0% | -33.1% |
| 6M | -37.7% | -29.8% | -7.9% | -23.0% |
| All | -37.7% | -31.1% | -6.5% | -23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling