+49,750.0%
TSCO vs D
+1,312.3%
+48,437.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.3% |
| 7D | +0.8% | +1.5% | -0.7% | +0.3% |
| 30D | +5.5% | -2.6% | +8.0% | +6.2% |
| 3M | +20.0% | 0.0% | +20.0% | +19.8% |
| 6M | -29.8% | +7.4% | -37.1% | -31.5% |
| YTD | -28.7% | +15.9% | -44.5% | -32.0% |
| 1Y | -40.9% | +18.1% | -59.0% | -44.1% |
| 3Y | -15.9% | +58.4% | -74.3% | -28.1% |
| 5Y | -3.5% | +5.2% | -8.7% | -7.4% |
| 10Y | +142.2% | +35.9% | +106.4% | +108.2% |
| All | +49,750.0% | +1,312.3% | +48,437.8% | +27,987.1% |
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