+22.7%
DIS vs TSCO
+190.2%
-167.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.0% |
| 7D | -1.3% | -3.1% | +1.9% | -0.4% |
| 30D | +2.2% | -4.4% | +6.6% | +3.4% |
| 3M | +8.1% | +9.7% | -1.6% | +5.1% |
| 6M | +5.2% | -32.4% | +37.7% | +16.6% |
| YTD | -6.3% | -31.7% | +25.4% | +3.0% |
| 1Y | -7.3% | -41.3% | +34.0% | +6.3% |
| 3Y | +33.8% | -18.3% | +52.1% | +36.6% |
| 5Y | -40.7% | -10.3% | -30.5% | -41.9% |
| All | +22.7% | +190.2% | -167.5% | -15.5% |
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