-18.4%
TSCO vs GEHC
-1.1%
-17.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | -3.1% | -7.9% | +4.7% | -1.0% |
| 30D | -4.4% | -11.7% | +7.3% | -1.1% |
| 3M | +9.7% | +0.8% | +8.9% | +8.9% |
| 6M | -32.4% | -11.6% | -20.8% | -30.5% |
| YTD | -31.7% | -21.6% | -10.1% | -27.4% |
| 1Y | -41.3% | -15.3% | -26.0% | -39.2% |
| All | -18.4% | -1.1% | -17.3% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling