-30.8%
TSCO vs GD
+8.1%
-38.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +6.8% | -1.9% | +8.7% | +7.4% |
| 30D | +11.3% | +10.9% | +0.4% | +7.8% |
| 3M | +9.1% | -6.8% | +15.8% | +10.9% |
| 6M | +24.2% | +7.0% | +17.2% | +20.9% |
| YTD | -23.5% | +11.1% | -34.7% | -26.3% |
| 1Y | -30.8% | +7.0% | -37.8% | -31.8% |
| All | -30.8% | +8.1% | -38.9% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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