-4.5%
DASH vs TSCO
+52.1%
-56.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.6% |
| 7D | -4.8% | +5.9% | -10.7% | -7.2% |
| 30D | -7.9% | +11.0% | -18.9% | -12.1% |
| 3M | -16.3% | +9.0% | -25.3% | -19.7% |
| 6M | +10.4% | +23.9% | -13.5% | -0.4% |
| YTD | -20.1% | -23.7% | +3.6% | -11.7% |
| 1Y | -11.4% | -29.4% | +18.0% | +1.3% |
| 3Y | +114.1% | +1.6% | +112.5% | +89.0% |
| 5Y | -5.8% | -7.1% | +1.4% | -15.2% |
| All | -4.5% | +52.1% | -56.6% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling