-43.7%
TSCO vs D
+13.5%
-57.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -1.2% |
| 7D | -5.7% | -2.2% | -3.4% | -5.0% |
| 30D | -8.8% | -4.5% | -4.3% | -7.6% |
| 3M | +6.3% | -2.5% | +8.8% | +6.9% |
| 6M | -32.3% | +5.5% | -37.8% | -34.0% |
| YTD | -32.7% | +13.3% | -46.0% | -36.1% |
| 1Y | -43.7% | +11.8% | -55.5% | -46.4% |
| All | -43.7% | +13.5% | -57.2% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling