+170.5%
GM vs TSCO
-19.8%
+190.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -2.4% | -5.7% | +3.2% | -0.8% |
| 30D | -1.1% | -8.8% | +7.7% | +1.5% |
| 3M | +6.1% | +6.3% | -0.2% | +3.7% |
| 6M | +15.0% | -32.3% | +47.2% | +29.8% |
| YTD | +6.0% | -32.7% | +38.7% | +19.2% |
| 1Y | +47.1% | -43.7% | +90.8% | +76.3% |
| 3Y | +170.5% | -19.7% | +190.2% | +163.3% |
| All | +170.5% | -19.8% | +190.3% | +163.3% |
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