+1,486.4%
TSCO vs GNRC
+2,082.9%
-596.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -2.1% |
| 7D | -5.7% | -0.2% | -5.5% | -5.6% |
| 30D | -8.8% | -15.7% | +7.0% | -5.5% |
| 3M | +6.3% | -27.3% | +33.7% | +12.8% |
| 6M | -32.3% | -12.1% | -20.2% | -32.0% |
| YTD | -32.7% | +37.1% | -69.8% | -39.3% |
| 1Y | -43.7% | -0.5% | -43.2% | -45.8% |
| 3Y | -19.7% | +61.5% | -81.2% | -33.0% |
| 5Y | -11.6% | -58.6% | +47.0% | -5.3% |
| 10Y | +184.1% | +446.3% | -262.2% | +54.1% |
| All | +1,486.4% | +2,082.9% | -596.5% | +510.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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