-10.1%
DIS vs TSCO
-40.6%
+30.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -1.9% |
| 7D | -2.6% | +0.8% | -3.4% | -2.7% |
| 30D | +3.5% | +5.5% | -2.0% | +2.7% |
| 3M | +6.8% | +20.0% | -13.1% | +4.2% |
| 6M | +3.0% | -29.8% | +32.8% | +5.0% |
| YTD | -6.7% | -28.7% | +21.9% | -5.2% |
| 1Y | -10.1% | -40.9% | +30.8% | -6.0% |
| All | -10.1% | -40.6% | +30.6% | -6.0% |
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