-7.0%
DASH vs TSCO
-9.7%
+2.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +0.4% | +7.1% | -6.7% | -2.8% |
| 30D | -6.0% | +11.8% | -17.8% | -10.9% |
| 3M | -15.8% | +7.4% | -23.1% | -18.8% |
| 6M | +7.0% | +13.4% | -6.5% | 0.0% |
| YTD | -20.7% | -25.9% | +5.2% | -10.4% |
| 1Y | -8.5% | -29.9% | +21.3% | +6.0% |
| 3Y | +101.8% | -3.4% | +105.1% | +76.1% |
| All | -7.0% | -9.7% | +2.7% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling