+319.1%
DELL vs TSCO
-40.6%
+359.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.4% |
| 7D | +14.9% | +0.8% | +14.1% | +14.8% |
| 30D | +13.3% | +5.5% | +7.8% | +12.7% |
| 3M | +24.4% | +20.0% | +4.4% | +22.1% |
| 6M | +258.0% | -29.8% | +287.8% | +286.9% |
| YTD | +320.2% | -28.7% | +348.9% | +354.1% |
| 1Y | +319.1% | -40.9% | +360.0% | +356.2% |
| All | +319.1% | -40.6% | +359.7% | +356.2% |
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