+91.1%
DASH vs TSCO
-2.3%
+93.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | -6.8% | +11.3% | -18.1% | -9.8% |
| 3M | -20.7% | +1.5% | -22.2% | -21.3% |
| 6M | +15.1% | +24.0% | -8.9% | +7.9% |
| YTD | -24.3% | -25.7% | +1.4% | -20.0% |
| 1Y | -12.1% | -33.6% | +21.4% | -3.9% |
| 3Y | +91.1% | -1.5% | +92.6% | +62.8% |
| All | +91.1% | -2.3% | +93.4% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling