-20.0%
DASH vs TSCO
-40.1%
+20.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.5% |
| 7D | -11.2% | +1.7% | -12.8% | -11.5% |
| 30D | -7.3% | +2.8% | -10.1% | -7.9% |
| 3M | +31.4% | +17.9% | +13.5% | +27.1% |
| 6M | +11.9% | -28.6% | +40.5% | +10.1% |
| YTD | -11.5% | -28.0% | +16.6% | -14.0% |
| 1Y | -20.0% | -39.9% | +19.8% | -20.0% |
| All | -20.0% | -40.1% | +20.1% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling