+7.4%
DASH vs TSCO
-3.4%
+10.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.8% | -5.2% |
| 7D | -10.6% | +0.8% | -11.3% | -10.9% |
| 30D | +2.2% | +5.5% | -3.3% | -0.6% |
| 3M | +32.3% | +20.0% | +12.3% | +20.3% |
| 6M | +19.1% | -29.8% | +48.9% | +40.3% |
| YTD | -6.5% | -28.7% | +22.1% | +7.6% |
| 1Y | -14.9% | -40.9% | +26.0% | +8.4% |
| 3Y | +151.9% | -15.9% | +167.9% | +142.2% |
| All | +7.4% | -3.4% | +10.8% | -10.0% |
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 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