+203.8%
DHR vs TSCO
+185.7%
+18.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | -3.6% | -5.7% | +2.0% | -1.9% |
| 30D | -2.7% | -8.8% | +6.0% | -0.1% |
| 3M | +10.9% | +6.3% | +4.6% | +8.7% |
| 6M | +3.0% | -32.3% | +35.3% | +15.0% |
| YTD | -12.2% | -32.7% | +20.5% | -2.1% |
| 1Y | +3.3% | -43.7% | +47.0% | +21.4% |
| 3Y | -8.2% | -19.7% | +11.5% | -4.5% |
| 5Y | -29.9% | -11.6% | -18.3% | -30.0% |
| All | +203.8% | +185.7% | +18.0% | +128.9% |
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