+21,915.7%
DHR vs TSCO
+47,655.7%
-25,740.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | -5.0% | -3.1% | -1.9% | -4.7% |
| 30D | -3.3% | -4.4% | +1.0% | -3.0% |
| 3M | +9.4% | +9.7% | -0.3% | +8.5% |
| 6M | +3.2% | -32.4% | +35.6% | +6.6% |
| YTD | -12.0% | -31.7% | +19.6% | -9.2% |
| 1Y | +4.9% | -41.3% | +46.2% | +9.6% |
| 3Y | -7.4% | -18.3% | +11.0% | -6.1% |
| 5Y | -29.8% | -10.3% | -19.5% | -29.5% |
| 10Y | +209.1% | +188.5% | +20.6% | +181.7% |
| All | +21,915.7% | +47,655.7% | -25,740.0% | +16,979.9% |
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