-7.5%
TSCO vs D
+5.1%
-12.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.1% |
| 7D | -2.5% | -0.4% | -2.0% | -2.3% |
| 30D | -1.1% | -2.1% | +1.0% | -0.5% |
| 3M | +14.3% | -0.7% | +15.0% | +14.4% |
| 6M | -31.9% | +5.6% | -37.5% | -33.3% |
| YTD | -30.7% | +14.6% | -45.2% | -33.9% |
| 1Y | -41.1% | +15.3% | -56.4% | -44.0% |
| 3Y | -17.1% | +59.1% | -76.3% | -30.2% |
| 5Y | -7.5% | +3.9% | -11.4% | -6.9% |
| All | -7.5% | +5.1% | -12.6% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling