+18.6%
DIA vs TSCO
-40.6%
+59.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.6% |
| 7D | -0.2% | +0.8% | -1.0% | -0.3% |
| 30D | -1.5% | +5.5% | -7.0% | -2.1% |
| 3M | +3.8% | +20.0% | -16.2% | +1.5% |
| 6M | +10.3% | -29.8% | +40.1% | +15.4% |
| YTD | +12.1% | -28.7% | +40.8% | +16.4% |
| 1Y | +18.6% | -40.9% | +59.6% | +27.0% |
| All | +18.6% | -40.6% | +59.3% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling