-99.9%
DFNS vs TSCO
+35.9%
-135.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.6% |
| 7D | +0.8% | +1.7% | -0.9% | +1.2% |
| 30D | -73.2% | +2.8% | -76.0% | -72.9% |
| 3M | -72.4% | +17.9% | -90.3% | -70.8% |
| 6M | -95.2% | -28.6% | -66.6% | -95.7% |
| YTD | -98.0% | -28.0% | -69.9% | -98.2% |
| 1Y | -98.3% | -39.9% | -58.4% | -98.6% |
| 3Y | -99.9% | -14.0% | -85.9% | -99.9% |
| 5Y | -99.9% | -2.9% | -96.9% | -99.9% |
| All | -99.9% | +35.9% | -135.8% | -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 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