+840.0%
DIS vs TSCO
+49,750.0%
-48,910.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -1.8% |
| 7D | -2.6% | +0.8% | -3.4% | -2.6% |
| 30D | +3.5% | +5.5% | -2.0% | +3.0% |
| 3M | +6.8% | +20.0% | -13.1% | +5.1% |
| 6M | +3.0% | -29.8% | +32.8% | +5.9% |
| YTD | -6.7% | -28.7% | +21.9% | -4.3% |
| 1Y | -10.1% | -40.9% | +30.8% | -6.3% |
| 3Y | +33.0% | -15.9% | +49.0% | +34.1% |
| 5Y | -40.0% | -3.5% | -36.5% | -40.3% |
| 10Y | +21.1% | +142.2% | -121.2% | +11.3% |
| All | +840.0% | +49,750.0% | -48,910.1% | +664.2% |
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