-19.7%
TSCO vs GPN
-27.4%
+7.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.7% | -4.3% | -1.3% | -4.7% |
| 30D | -8.8% | 0.0% | -8.8% | -8.8% |
| 3M | +6.3% | +35.8% | -29.5% | -0.9% |
| 6M | -32.3% | +22.0% | -54.3% | -35.6% |
| YTD | -32.7% | +15.2% | -47.9% | -35.5% |
| 1Y | -43.7% | +3.5% | -47.2% | -44.8% |
| 3Y | -19.7% | -26.9% | +7.3% | -17.7% |
| All | -19.7% | -27.4% | +7.7% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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