+656.2%
GS vs TSCO
+200.4%
+455.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +3.4% | +1.7% | +1.7% | +2.8% |
| 30D | +0.2% | +2.8% | -2.6% | -0.8% |
| 3M | -0.3% | +17.9% | -18.2% | -5.9% |
| 6M | +27.4% | -28.6% | +55.9% | +40.7% |
| YTD | +19.6% | -28.0% | +47.7% | +31.0% |
| 1Y | +42.5% | -39.9% | +82.3% | +65.5% |
| 3Y | +240.4% | -14.0% | +254.4% | +242.8% |
| 5Y | +188.9% | -2.9% | +191.8% | +171.5% |
| All | +656.2% | +200.4% | +455.8% | +362.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling