+48,339.6%
TSCO vs DD
+814.4%
+47,525.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -2.9% |
| 7D | -2.5% | -3.8% | +1.3% | -1.3% |
| 30D | -1.1% | -9.2% | +8.1% | +1.8% |
| 3M | +14.3% | -9.0% | +23.3% | +17.2% |
| 6M | -31.9% | -5.0% | -26.9% | -31.4% |
| YTD | -30.7% | +7.4% | -38.1% | -32.8% |
| 1Y | -41.1% | +35.1% | -76.2% | -46.9% |
| 3Y | -17.1% | +43.2% | -60.4% | -27.9% |
| 5Y | -7.5% | +59.6% | -67.2% | -23.5% |
| 10Y | +192.6% | +66.5% | +126.1% | +124.8% |
| All | +48,339.6% | +814.4% | +47,525.3% | +21,169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling