+147.5%
GE vs TSCO
+185.7%
-38.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.3% |
| 7D | -4.0% | -5.7% | +1.7% | -2.4% |
| 30D | -11.4% | -8.8% | -2.6% | -9.2% |
| 3M | -2.6% | +6.3% | -8.9% | -4.7% |
| 6M | -0.3% | -32.3% | +31.9% | +10.8% |
| YTD | +5.4% | -32.7% | +38.1% | +16.8% |
| 1Y | +15.5% | -43.7% | +59.2% | +34.7% |
| 3Y | +260.8% | -19.7% | +280.4% | +272.4% |
| 5Y | +421.6% | -11.6% | +433.3% | +412.1% |
| All | +147.5% | +185.7% | -38.3% | +63.5% |
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