-31.9%
TSCO vs GAP
-5.1%
-26.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.9% | -3.1% |
| 7D | -2.5% | -3.2% | +0.7% | -2.0% |
| 30D | -1.1% | -0.7% | -0.4% | -1.2% |
| 3M | +14.3% | -0.5% | +14.7% | +13.9% |
| 6M | -31.9% | -5.0% | -26.9% | -30.5% |
| All | -31.9% | -5.1% | -26.8% | -30.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling