+63.8%
DIA vs TSCO
-9.4%
+73.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -3.0% | -3.1% | +0.1% | -2.3% |
| 30D | -3.0% | -4.4% | +1.4% | -2.0% |
| 3M | +4.5% | +9.7% | -5.2% | +1.9% |
| 6M | +9.8% | -32.4% | +42.2% | +20.6% |
| YTD | +9.3% | -31.7% | +41.0% | +19.2% |
| 1Y | +16.0% | -41.3% | +57.2% | +31.8% |
| 3Y | +57.7% | -18.3% | +76.0% | +59.7% |
| 5Y | +63.8% | -10.3% | +74.0% | +59.4% |
| All | +63.8% | -9.4% | +73.1% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling