+52,243.3%
TSCO vs D
+1,359.9%
+50,883.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | +0.4% | -2.4% | +2.9% | +1.2% |
| 30D | +9.8% | +9.0% | +0.9% | +7.1% |
| 3M | +4.8% | +1.0% | +3.9% | +4.6% |
| 6M | +23.3% | +11.0% | +12.3% | +19.2% |
| YTD | -25.1% | +19.8% | -44.9% | -29.3% |
| 1Y | -32.7% | +16.0% | -48.7% | -35.9% |
| 3Y | -2.0% | +74.4% | -76.3% | -18.3% |
| 5Y | -7.8% | +13.5% | -21.4% | -13.4% |
| 10Y | +203.2% | +48.4% | +154.8% | +154.3% |
| All | +52,243.3% | +1,359.9% | +50,883.4% | +29,119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling