+4.1%
DASH vs TSCO
+38.3%
-34.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | +0.1% |
| 7D | -12.8% | -2.5% | -10.3% | -11.9% |
| 30D | -6.0% | -1.1% | -4.9% | -5.7% |
| 3M | +26.7% | +14.3% | +12.4% | +18.6% |
| 6M | +11.7% | -31.9% | +43.6% | +31.8% |
| YTD | -12.9% | -30.7% | +17.8% | +0.6% |
| 1Y | -23.1% | -41.1% | +18.0% | -3.9% |
| 3Y | +140.0% | -17.1% | +157.2% | +136.4% |
| 5Y | -5.1% | -7.5% | +2.5% | -12.7% |
| All | +4.1% | +38.3% | -34.2% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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