+185.6%
TSCO vs D
+38.3%
+147.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.1% | -1.6% | -1.5% | -2.7% |
| 30D | -4.4% | -3.5% | -0.8% | -3.4% |
| 3M | +9.7% | -1.6% | +11.3% | +10.1% |
| 6M | -32.4% | +5.8% | -38.2% | -33.7% |
| YTD | -31.7% | +14.5% | -46.1% | -34.5% |
| 1Y | -41.3% | +14.2% | -55.4% | -43.7% |
| 3Y | -18.3% | +59.0% | -77.3% | -29.5% |
| 5Y | -10.3% | +5.4% | -15.6% | -13.6% |
| All | +185.6% | +38.3% | +147.3% | +172.6% |
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