-40.9%
TSCO vs GEHC
-4.8%
-36.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.4% |
| 7D | +0.8% | -4.0% | +4.8% | +1.7% |
| 30D | +5.5% | -2.0% | +7.4% | +5.9% |
| 3M | +20.0% | +8.0% | +12.0% | +17.5% |
| 6M | -29.8% | -12.8% | -17.0% | -27.4% |
| YTD | -28.7% | -15.9% | -12.7% | -26.0% |
| 1Y | -40.9% | -6.9% | -34.0% | -40.1% |
| All | -40.9% | -4.8% | -36.1% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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