+143.3%
DELL vs TSCO
-28.6%
+172.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.2% | -13.0% | -8.6% |
| 7D | -24.6% | +15.7% | -40.3% | -24.6% |
| 30D | -32.5% | +16.4% | -48.9% | -32.6% |
| 3M | -20.2% | +11.2% | -31.4% | -20.0% |
| 6M | +76.5% | +14.9% | +61.6% | +77.3% |
| YTD | +198.9% | -25.4% | +224.3% | +227.7% |
| 1Y | +143.3% | -29.4% | +172.7% | +171.0% |
| All | +143.3% | -28.6% | +172.0% | +171.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling