-35.7%
TSCO vs GLXY
+3.8%
-39.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.5% |
| 7D | -5.7% | -7.3% | +1.7% | -5.6% |
| 30D | -8.8% | +15.7% | -24.5% | -8.9% |
| 3M | +6.3% | -26.7% | +33.0% | +6.9% |
| 6M | -32.3% | +13.7% | -46.0% | -32.5% |
| YTD | -32.7% | +9.1% | -41.8% | -32.9% |
| 1Y | -43.7% | -15.5% | -28.2% | -43.7% |
| All | -35.7% | +3.8% | -39.5% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling