+52,086.6%
TSCO vs D
+1,348.1%
+50,738.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +0.1% | -3.1% | +3.1% | +1.0% |
| 30D | +8.7% | +8.4% | +0.3% | +6.1% |
| 3M | +1.2% | +0.2% | +1.0% | +1.2% |
| 6M | +21.6% | +9.5% | +12.1% | +18.0% |
| YTD | -25.3% | +18.8% | -44.1% | -29.3% |
| 1Y | -33.0% | +14.7% | -47.7% | -36.0% |
| 3Y | -2.3% | +72.9% | -75.2% | -18.3% |
| 5Y | -9.2% | +13.1% | -22.3% | -14.5% |
| 10Y | +202.2% | +47.2% | +155.1% | +154.2% |
| All | +52,086.6% | +1,348.1% | +50,738.4% | +29,103.9% |
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 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