+1,115.2%
DIA vs TSCO
+25,265.1%
-24,150.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +0.1% | +1.7% | -1.6% | -0.3% |
| 30D | -2.1% | +2.8% | -4.9% | -2.6% |
| 3M | +4.2% | +17.9% | -13.7% | +0.7% |
| 6M | +11.9% | -28.6% | +40.5% | +18.5% |
| YTD | +10.8% | -28.0% | +38.9% | +17.0% |
| 1Y | +17.5% | -39.9% | +57.4% | +28.2% |
| 3Y | +59.9% | -14.0% | +73.9% | +61.5% |
| 5Y | +64.1% | -2.9% | +67.1% | +60.5% |
| 10Y | +246.2% | +199.5% | +46.7% | +171.4% |
| All | +1,115.2% | +25,265.1% | -24,150.0% | +463.4% |
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 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