+63.6%
DDOG vs TSCO
-11.8%
+75.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | +3.9% | -5.7% | +9.5% | +6.2% |
| 30D | -8.2% | -8.8% | +0.6% | -5.0% |
| 3M | -5.6% | +6.3% | -11.9% | -9.0% |
| 6M | +73.5% | -32.3% | +105.8% | +104.5% |
| YTD | +62.7% | -32.7% | +95.4% | +90.7% |
| 1Y | +59.0% | -43.7% | +102.6% | +104.8% |
| 3Y | +117.1% | -19.7% | +136.8% | +107.5% |
| All | +63.6% | -11.8% | +75.4% | +39.3% |
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