-10.4%
TSCO vs DAR
-9.0%
-1.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.3% |
| 7D | -5.7% | -0.1% | -5.5% | -5.6% |
| 30D | -8.8% | +2.6% | -11.4% | -9.2% |
| 3M | +6.3% | +14.2% | -7.9% | +3.9% |
| 6M | -32.3% | +17.2% | -49.5% | -34.3% |
| YTD | -32.7% | +80.9% | -113.6% | -39.3% |
| 1Y | -43.7% | +104.0% | -147.7% | -50.4% |
| 3Y | -19.7% | +3.6% | -23.3% | -21.3% |
| All | -10.4% | -9.0% | -1.4% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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