+181.2%
TSCO vs GRMN
+677.8%
-496.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.8% | -2.9% |
| 7D | -5.7% | +2.4% | -8.1% | -6.4% |
| 30D | -8.8% | -8.5% | -0.3% | -6.2% |
| 3M | +6.3% | +19.5% | -13.1% | -0.5% |
| 6M | -32.3% | +21.2% | -53.5% | -37.1% |
| YTD | -32.7% | +41.0% | -73.7% | -40.9% |
| 1Y | -43.7% | +19.6% | -63.3% | -47.9% |
| 3Y | -19.7% | +183.8% | -203.5% | -49.8% |
| 5Y | -11.6% | +83.0% | -94.6% | -34.9% |
| All | +181.2% | +677.8% | -496.5% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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