-5.5%
TSCO vs GTLB
-50.8%
+45.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -1.9% | -3.5% |
| 7D | -2.5% | -6.6% | +4.1% | -1.9% |
| 30D | -1.1% | +13.7% | -14.9% | -2.3% |
| 3M | +14.3% | +52.9% | -38.6% | +10.0% |
| 6M | -31.9% | +88.5% | -120.4% | -35.8% |
| YTD | -30.7% | +23.4% | -54.1% | -32.5% |
| 1Y | -41.1% | -3.8% | -37.2% | -41.5% |
| 3Y | -17.1% | -11.5% | -5.6% | -19.4% |
| All | -5.5% | -50.8% | +45.4% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling