-18.4%
TSCO vs GRMN
+179.1%
-197.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.1% | -1.8% | -1.3% | -2.8% |
| 30D | -4.4% | -12.1% | +7.7% | -2.5% |
| 3M | +9.7% | +18.0% | -8.3% | +6.4% |
| 6M | -32.4% | +13.7% | -46.1% | -34.0% |
| YTD | -31.7% | +35.3% | -67.0% | -35.2% |
| 1Y | -41.3% | +17.2% | -58.5% | -43.2% |
| All | -18.4% | +179.1% | -197.5% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling