-99.6%
DFNS vs TSCO
-28.6%
-71.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.2% | -22.6% | -20.6% |
| 7D | -27.7% | +15.7% | -43.4% | -34.5% |
| 30D | -58.0% | +16.4% | -74.4% | -62.1% |
| 3M | -94.0% | +11.2% | -105.2% | -94.6% |
| 6M | -94.6% | +14.9% | -109.5% | -95.5% |
| YTD | -99.4% | -25.4% | -74.0% | -99.4% |
| 1Y | -99.6% | -29.4% | -70.3% | -99.6% |
| All | -99.6% | -28.6% | -71.0% | -99.6% |
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