-29.4%
TSCO vs GLXY
-57.6%
+28.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -17.0% | +21.2% | +4.0% |
| 7D | +15.7% | -26.8% | +42.5% | +15.5% |
| 30D | +16.4% | -38.3% | +54.7% | +16.6% |
| 3M | +11.2% | -36.9% | +48.1% | +11.3% |
| 6M | +14.9% | -52.1% | +67.0% | +15.5% |
| YTD | -25.4% | -37.5% | +12.1% | -25.5% |
| 1Y | -29.4% | -55.2% | +25.8% | -28.0% |
| All | -29.4% | -57.6% | +28.2% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling