+158.1%
DASH vs TSCO
-14.7%
+172.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.8% | -5.0% |
| 7D | -10.6% | +0.8% | -11.3% | -10.8% |
| 30D | +2.2% | +5.5% | -3.3% | +0.4% |
| 3M | +32.3% | +20.0% | +12.3% | +24.6% |
| 6M | +19.1% | -29.8% | +48.9% | +31.0% |
| YTD | -6.5% | -28.7% | +22.1% | +1.2% |
| 1Y | -14.9% | -40.9% | +26.0% | -1.4% |
| All | +158.1% | -14.7% | +172.8% | +130.8% |
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