-98.3%
DFNS vs TSCO
-40.6%
-57.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.3% |
| 7D | -16.0% | +0.8% | -16.8% | -16.5% |
| 30D | -77.7% | +5.5% | -83.1% | -79.5% |
| 3M | -77.2% | +20.0% | -97.1% | -82.2% |
| 6M | -95.2% | -29.8% | -65.4% | -93.9% |
| YTD | -98.0% | -28.7% | -69.3% | -97.7% |
| 1Y | -98.3% | -40.9% | -57.4% | -97.6% |
| All | -98.3% | -40.6% | -57.6% | -97.6% |
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