+1,788.2%
GS vs TSCO
+13,161.7%
-11,373.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.8% | +3.9% |
| 7D | +0.8% | +5.9% | -5.1% | -0.7% |
| 30D | +1.2% | +11.0% | -9.8% | -1.8% |
| 3M | -12.4% | +9.0% | -21.4% | -14.8% |
| 6M | -2.3% | +23.9% | -26.2% | -8.8% |
| YTD | +4.6% | -23.7% | +28.4% | +10.7% |
| 1Y | +17.5% | -29.4% | +46.9% | +26.9% |
| 3Y | +202.0% | +1.6% | +200.5% | +191.3% |
| 5Y | +152.4% | -7.1% | +159.5% | +145.4% |
| 10Y | +478.5% | +227.5% | +251.0% | +286.6% |
| All | +1,788.2% | +13,161.7% | -11,373.5% | +457.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling