-1.5%
TSCO vs GD
+58.2%
-59.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.3% | +2.7% | -2.4% | -0.7% |
| 30D | +11.3% | +8.6% | +2.7% | +8.1% |
| 3M | +1.5% | -7.1% | +8.5% | +3.9% |
| 6M | +24.0% | +7.5% | +16.5% | +20.2% |
| YTD | -25.7% | +9.9% | -35.6% | -28.6% |
| 1Y | -33.6% | +7.6% | -41.1% | -35.7% |
| 3Y | -1.5% | +56.2% | -57.7% | -19.3% |
| All | -1.5% | +58.2% | -59.7% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling