-99.9%
DFNS vs TSCO
+27.1%
-127.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.9% |
| 7D | -6.3% | -5.7% | -0.7% | -7.5% |
| 30D | -74.0% | -8.8% | -65.2% | -74.3% |
| 3M | -70.1% | +6.3% | -76.5% | -69.1% |
| 6M | -93.9% | -32.3% | -61.6% | -94.6% |
| YTD | -98.1% | -32.7% | -65.4% | -98.3% |
| 1Y | -98.3% | -43.7% | -54.6% | -98.6% |
| 3Y | -99.9% | -19.7% | -80.2% | -99.9% |
| 5Y | -99.9% | -11.6% | -88.3% | -99.9% |
| All | -99.9% | +27.1% | -127.0% | -99.9% |
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