-43.7%
TSCO vs GAP
-7.6%
-36.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -1.9% |
| 7D | -5.7% | -4.1% | -1.6% | -5.1% |
| 30D | -8.8% | +6.2% | -15.0% | -9.7% |
| 3M | +6.3% | -0.7% | +7.0% | +6.1% |
| 6M | -32.3% | -7.1% | -25.1% | -31.8% |
| YTD | -32.7% | -14.1% | -18.6% | -31.7% |
| 1Y | -43.7% | -8.5% | -35.2% | -45.4% |
| All | -43.7% | -7.6% | -36.1% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling