+139.3%
GS vs TSCO
-9.7%
+149.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -3.2% | +7.1% | -10.3% | -4.8% |
| 30D | -2.4% | +11.8% | -14.2% | -5.2% |
| 3M | -15.7% | +7.4% | -23.1% | -17.5% |
| 6M | -6.8% | +13.4% | -20.2% | -10.5% |
| YTD | -0.1% | -25.9% | +25.8% | +7.4% |
| 1Y | +12.1% | -29.9% | +42.0% | +22.6% |
| 3Y | +185.8% | -3.4% | +189.1% | +176.2% |
| All | +139.3% | -9.7% | +149.0% | +128.2% |
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