-18.4%
TSCO vs GTLB
-10.3%
-8.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.5% |
| 7D | -3.1% | -4.1% | +1.0% | -2.9% |
| 30D | -4.4% | +12.3% | -16.7% | -5.1% |
| 3M | +9.7% | +65.9% | -56.2% | +6.1% |
| 6M | -32.4% | +104.0% | -136.4% | -35.5% |
| YTD | -31.7% | +26.0% | -57.7% | -32.6% |
| 1Y | -41.3% | -3.5% | -37.8% | -41.0% |
| All | -18.4% | -10.3% | -8.1% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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