+196.8%
TSCO vs D
+48.0%
+148.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.3% | -1.4% | +1.6% | +0.7% |
| 30D | +11.3% | +7.7% | +3.6% | +9.0% |
| 3M | +1.5% | -0.3% | +1.8% | +1.6% |
| 6M | +24.0% | +10.1% | +13.9% | +20.2% |
| YTD | -25.7% | +19.1% | -44.8% | -29.6% |
| 1Y | -33.6% | +15.9% | -49.5% | -36.6% |
| 3Y | -1.5% | +75.0% | -76.5% | -17.4% |
| 5Y | -9.6% | +13.4% | -23.0% | -14.7% |
| All | +196.8% | +48.0% | +148.8% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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