-98.3%
DFNS vs TSCO
-42.3%
-56.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.4% |
| 7D | -6.3% | -5.7% | -0.7% | -2.0% |
| 30D | -74.0% | -8.8% | -65.2% | -72.5% |
| 3M | -70.1% | +6.3% | -76.5% | -74.0% |
| 6M | -93.9% | -32.3% | -61.6% | -92.1% |
| YTD | -98.1% | -32.7% | -65.4% | -97.8% |
| 1Y | -98.3% | -43.7% | -54.6% | -97.6% |
| All | -98.3% | -42.3% | -56.0% | -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