-19.7%
TSCO vs GFS
-19.7%
+0.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.7% |
| 7D | -5.7% | +3.8% | -9.5% | -6.0% |
| 30D | -8.8% | -11.7% | +3.0% | -7.7% |
| 3M | +6.3% | -41.8% | +48.1% | +12.1% |
| 6M | -32.3% | +6.6% | -38.9% | -36.1% |
| YTD | -32.7% | +34.6% | -67.3% | -39.3% |
| 1Y | -43.7% | +46.2% | -89.8% | -50.2% |
| 3Y | -19.7% | -20.3% | +0.7% | -25.3% |
| All | -19.7% | -19.7% | +0.1% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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