+247.6%
DIA vs TSCO
+185.7%
+61.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | -1.6% | -5.7% | +4.1% | 0.0% |
| 30D | -2.0% | -8.8% | +6.7% | +0.4% |
| 3M | +3.6% | +6.3% | -2.7% | +1.5% |
| 6M | +11.5% | -32.3% | +43.8% | +23.6% |
| YTD | +10.4% | -32.7% | +43.0% | +22.0% |
| 1Y | +15.6% | -43.7% | +59.2% | +34.6% |
| 3Y | +58.9% | -19.7% | +78.5% | +62.8% |
| 5Y | +65.3% | -11.6% | +77.0% | +61.0% |
| All | +247.6% | +185.7% | +61.8% | +134.3% |
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