-12.5%
TSCO vs GFS
-2.1%
-10.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.1% | +3.2% | -6.3% | -3.6% |
| 30D | -4.4% | -9.6% | +5.2% | -3.1% |
| 3M | +9.7% | -38.5% | +48.2% | +16.5% |
| 6M | -32.4% | -1.3% | -31.1% | -34.9% |
| YTD | -31.7% | +31.8% | -63.5% | -37.8% |
| 1Y | -41.3% | +44.6% | -85.8% | -47.7% |
| 3Y | -18.3% | -20.6% | +2.3% | -21.4% |
| All | -12.5% | -2.1% | -10.4% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling