-29.4%
TSCO vs GSK
+14.9%
-44.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.0% | -0.8% | +2.6% |
| 7D | +15.7% | +4.9% | +10.8% | +14.0% |
| 30D | +16.4% | +9.9% | +6.5% | +13.3% |
| 3M | +11.2% | +0.2% | +11.0% | +11.1% |
| 6M | +14.9% | +2.3% | +12.6% | +13.3% |
| YTD | -25.4% | +7.1% | -32.5% | -27.4% |
| 1Y | -29.4% | +13.1% | -42.5% | -32.7% |
| All | -29.4% | +14.9% | -44.3% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling