-99.9%
DFNS vs TSCO
-9.4%
-90.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +1.2% |
| 7D | -3.3% | -3.1% | -0.2% | -4.1% |
| 30D | -73.1% | -4.4% | -68.7% | -73.2% |
| 3M | -71.4% | +9.7% | -81.1% | -69.9% |
| 6M | -93.8% | -32.4% | -61.4% | -94.7% |
| YTD | -98.0% | -31.7% | -66.4% | -98.3% |
| 1Y | -98.2% | -41.3% | -56.9% | -98.5% |
| 3Y | -99.9% | -18.3% | -81.6% | -99.9% |
| 5Y | -99.9% | -10.3% | -89.6% | -99.9% |
| All | -99.9% | -9.4% | -90.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling