+181.2%
TSCO vs GWRE
+131.0%
+50.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -5.7% | -13.2% | +7.6% | -3.2% |
| 30D | -8.8% | -18.6% | +9.8% | -6.1% |
| 3M | +6.3% | +18.9% | -12.6% | +1.1% |
| 6M | -32.3% | -11.0% | -21.3% | -32.6% |
| YTD | -32.7% | -29.9% | -2.8% | -29.8% |
| 1Y | -43.7% | -44.3% | +0.7% | -38.3% |
| 3Y | -19.7% | +51.7% | -71.3% | -33.4% |
| 5Y | -11.6% | +15.4% | -27.1% | -23.5% |
| All | +181.2% | +131.0% | +50.3% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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