+961.9%
DIS vs TSCO
+51,830.1%
-50,868.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | +9.2% | +11.3% | -2.2% | +8.1% |
| 3M | +13.5% | +1.5% | +12.1% | +13.3% |
| 6M | +14.3% | +24.0% | -9.7% | +12.0% |
| YTD | +5.4% | -25.7% | +31.1% | +7.7% |
| 1Y | +12.2% | -33.6% | +45.7% | +15.7% |
| 3Y | +37.2% | -1.5% | +38.7% | +36.5% |
| 5Y | -23.1% | -9.6% | -13.5% | -23.2% |
| 10Y | +32.2% | +200.8% | -168.6% | +19.8% |
| All | +961.9% | +51,830.1% | -50,868.2% | +759.8% |
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