-100.0%
DFNS vs TSCO
+40.4%
-140.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.6% |
| 7D | -6.0% | +0.3% | -6.2% | -5.9% |
| 30D | -71.2% | +11.3% | -82.5% | -70.4% |
| 3M | -94.5% | +1.5% | -96.0% | -94.5% |
| 6M | -96.5% | +24.0% | -120.5% | -96.3% |
| YTD | -99.6% | -25.7% | -73.9% | -99.7% |
| 1Y | -99.7% | -33.6% | -66.1% | -99.7% |
| 3Y | -100.0% | -1.5% | -98.4% | -100.0% |
| 5Y | -100.0% | -9.6% | -90.4% | -100.0% |
| All | -100.0% | +40.4% | -140.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling