+606.9%
GEV vs TSCO
-32.3%
+639.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.4% | -2.7% |
| 7D | -1.9% | -3.1% | +1.2% | -1.6% |
| 30D | -8.7% | -4.4% | -4.3% | -8.3% |
| 3M | +6.6% | +9.7% | -3.1% | +5.3% |
| 6M | +10.2% | -32.4% | +42.6% | +17.5% |
| YTD | +41.6% | -31.7% | +73.3% | +49.8% |
| 1Y | +43.9% | -41.3% | +85.2% | +57.1% |
| All | +606.9% | -32.3% | +639.2% | +598.7% |
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