+457.2%
GS vs TSCO
+226.0%
+231.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | +1.6% | +6.8% | -5.3% | -0.4% |
| 30D | +1.7% | +11.3% | -9.6% | -1.8% |
| 3M | -11.6% | +9.1% | -20.7% | -14.3% |
| 6M | -1.9% | +24.2% | -26.1% | -9.4% |
| YTD | +5.1% | -23.5% | +28.6% | +12.5% |
| 1Y | +16.4% | -30.8% | +47.2% | +28.9% |
| 3Y | +199.0% | +0.1% | +198.9% | +185.8% |
| 5Y | +157.4% | -5.3% | +162.8% | +144.7% |
| 10Y | +457.2% | +220.4% | +236.9% | +237.5% |
| All | +457.2% | +226.0% | +231.2% | +237.5% |
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