-19.7%
TSCO vs DD
+41.1%
-60.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.5% |
| 7D | -5.7% | -3.5% | -2.2% | -4.7% |
| 30D | -8.8% | -11.7% | +2.9% | -5.6% |
| 3M | +6.3% | -9.2% | +15.6% | +9.0% |
| 6M | -32.3% | -7.2% | -25.1% | -31.5% |
| YTD | -32.7% | +6.6% | -39.3% | -35.0% |
| 1Y | -43.7% | +32.0% | -75.7% | -49.3% |
| 3Y | -19.7% | +42.1% | -61.8% | -32.1% |
| All | -19.7% | +41.1% | -60.8% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling