+1,510.4%
GE vs TSCO
+50,177.5%
-48,667.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.7% |
| 7D | +1.2% | +1.7% | -0.5% | +1.0% |
| 30D | -9.5% | +2.8% | -12.3% | -9.8% |
| 3M | +4.1% | +17.9% | -13.8% | +2.4% |
| 6M | +3.9% | -28.6% | +32.5% | +7.1% |
| YTD | +9.0% | -28.0% | +37.1% | +12.1% |
| 1Y | +21.9% | -39.9% | +61.8% | +27.5% |
| 3Y | +281.8% | -14.0% | +295.8% | +284.8% |
| 5Y | +436.7% | -2.9% | +439.6% | +432.8% |
| 10Y | +151.5% | +199.5% | -48.0% | +124.8% |
| All | +1,510.4% | +50,177.5% | -48,667.1% | +1,093.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling