+13,067.9%
TSCO vs DAR
+1,762.6%
+11,305.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +0.8% | +1.4% | -0.6% | +0.7% |
| 30D | +5.5% | +12.8% | -7.3% | +4.7% |
| 3M | +20.0% | +7.4% | +12.6% | +19.4% |
| 6M | -29.8% | +22.3% | -52.1% | -30.7% |
| YTD | -28.7% | +81.1% | -109.7% | -31.0% |
| 1Y | -40.9% | +106.5% | -147.4% | -43.3% |
| 3Y | -15.9% | +5.3% | -21.2% | -17.2% |
| 5Y | -3.5% | -11.5% | +8.1% | -4.5% |
| 10Y | +142.2% | +353.3% | -211.1% | +120.7% |
| All | +13,067.9% | +1,762.6% | +11,305.4% | +11,094.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling