+261.3%
GE vs TSCO
-18.6%
+279.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -2.8% | -3.1% | +0.3% | -2.0% |
| 30D | -11.9% | -4.4% | -7.6% | -11.0% |
| 3M | +1.8% | +9.7% | -7.9% | -1.0% |
| 6M | -0.6% | -32.4% | +31.8% | +9.9% |
| YTD | +5.5% | -31.7% | +37.2% | +15.7% |
| 1Y | +15.0% | -41.3% | +56.2% | +31.3% |
| All | +261.3% | -18.6% | +279.9% | +273.5% |
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 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