-18.4%
TSCO vs GAP
+103.6%
-122.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -3.1% | -6.3% | +3.2% | -2.3% |
| 30D | -4.4% | -0.2% | -4.1% | -4.5% |
| 3M | +9.7% | 0.0% | +9.7% | +9.4% |
| 6M | -32.4% | -8.1% | -24.3% | -32.0% |
| YTD | -31.7% | -16.5% | -15.2% | -30.7% |
| 1Y | -41.3% | -10.5% | -30.8% | -41.1% |
| All | -18.4% | +103.6% | -122.0% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling