-19.7%
TSCO vs GH
+363.0%
-382.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -5.7% | -2.5% | -3.2% | -5.5% |
| 30D | -8.8% | -4.7% | -4.1% | -8.6% |
| 3M | +6.3% | +20.2% | -13.9% | +4.9% |
| 6M | -32.3% | +78.8% | -111.0% | -34.9% |
| YTD | -32.7% | +54.1% | -86.8% | -34.8% |
| 1Y | -43.7% | +177.1% | -220.8% | -48.0% |
| 3Y | -19.7% | +371.6% | -391.3% | -29.7% |
| All | -19.7% | +363.0% | -382.7% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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