+32.3%
DIS vs TSCO
-18.6%
+50.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.9% |
| 7D | -1.3% | -3.1% | +1.9% | -0.6% |
| 30D | +2.2% | -4.4% | +6.6% | +3.2% |
| 3M | +8.1% | +9.7% | -1.6% | +6.0% |
| 6M | +5.2% | -32.4% | +37.7% | +13.6% |
| YTD | -6.3% | -31.7% | +25.4% | +0.5% |
| 1Y | -7.3% | -41.3% | +34.0% | +3.0% |
| All | +32.3% | -18.6% | +50.8% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling