+4,404.4%
DELL vs TSCO
+185.7%
+4,218.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.5% | +13.5% | +12.5% |
| 7D | +8.2% | -5.7% | +13.9% | +10.3% |
| 30D | +17.1% | -8.8% | +25.8% | +20.5% |
| 3M | +45.2% | +6.3% | +38.8% | +41.3% |
| 6M | +286.8% | -32.3% | +319.0% | +337.9% |
| YTD | +354.8% | -32.7% | +387.5% | +414.9% |
| 1Y | +358.3% | -43.7% | +401.9% | +452.8% |
| 3Y | +724.9% | -19.7% | +744.6% | +749.0% |
| 5Y | +1,193.7% | -11.6% | +1,205.3% | +1,159.0% |
| All | +4,404.4% | +185.7% | +4,218.7% | +2,960.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling