-33.7%
TSCO vs GLXY
+7.0%
-40.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.0% | +3.4% | -3.6% |
| 7D | -2.5% | +4.5% | -7.0% | -2.5% |
| 30D | -1.1% | +28.8% | -30.0% | -1.4% |
| 3M | +14.3% | -23.0% | +37.3% | +14.8% |
| 6M | -31.9% | +17.0% | -48.9% | -32.1% |
| YTD | -30.7% | +12.5% | -43.2% | -30.9% |
| 1Y | -41.1% | -5.4% | -35.7% | -41.1% |
| All | -33.7% | +7.0% | -40.8% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling