-14.6%
TSCO vs GEHC
+4.1%
-18.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -3.1% |
| 7D | -2.5% | -7.6% | +5.2% | -0.6% |
| 30D | -1.1% | -10.7% | +9.5% | +1.6% |
| 3M | +14.3% | -1.2% | +15.5% | +14.1% |
| 6M | -31.9% | -13.7% | -18.1% | -29.8% |
| YTD | -30.7% | -20.4% | -10.3% | -27.2% |
| 1Y | -41.1% | -17.0% | -24.0% | -38.9% |
| 3Y | -17.1% | +0.9% | -18.1% | -18.7% |
| All | -14.6% | +4.1% | -18.7% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling