-17.1%
TSCO vs GEHC
+2.1%
-19.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -5.7% | -7.2% | +1.5% | -4.0% |
| 30D | -8.8% | -11.6% | +2.8% | -6.0% |
| 3M | +6.3% | -0.8% | +7.2% | +6.1% |
| 6M | -32.3% | -11.9% | -20.4% | -30.5% |
| YTD | -32.7% | -21.9% | -10.8% | -29.0% |
| 1Y | -43.7% | -17.8% | -25.8% | -41.5% |
| 3Y | -19.7% | -3.5% | -16.1% | -20.5% |
| All | -17.1% | +2.1% | -19.2% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling