+632.4%
GEV vs TSCO
-33.3%
+665.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.8% |
| 7D | +1.6% | -5.7% | +7.3% | +2.3% |
| 30D | -7.9% | -8.8% | +0.8% | -7.1% |
| 3M | +5.6% | +6.3% | -0.7% | +4.7% |
| 6M | +13.1% | -32.3% | +45.3% | +20.3% |
| YTD | +46.7% | -32.7% | +79.4% | +55.5% |
| 1Y | +51.3% | -43.7% | +95.0% | +66.5% |
| All | +632.4% | -33.3% | +665.7% | +625.0% |
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 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