+187.0%
GS vs TSCO
-6.8%
+193.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +2.9% | +0.2% |
| 7D | +2.4% | -2.5% | +4.9% | +3.0% |
| 30D | -0.1% | -1.1% | +1.0% | +0.1% |
| 3M | +0.2% | +14.3% | -14.1% | -3.8% |
| 6M | +24.8% | -31.9% | +56.7% | +38.3% |
| YTD | +18.8% | -30.7% | +49.4% | +30.0% |
| 1Y | +37.3% | -41.1% | +78.4% | +58.0% |
| 3Y | +237.9% | -17.1% | +255.0% | +241.7% |
| 5Y | +187.0% | -7.5% | +194.6% | +173.4% |
| All | +187.0% | -6.8% | +193.8% | +173.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling