-40.9%
TSCO vs DE
+49.4%
-90.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.1% |
| 7D | +0.8% | +10.0% | -9.2% | -0.8% |
| 30D | +5.5% | +13.3% | -7.9% | +3.3% |
| 3M | +20.0% | +17.5% | +2.5% | +16.5% |
| 6M | -29.8% | +13.6% | -43.4% | -31.1% |
| YTD | -28.7% | +49.8% | -78.4% | -35.7% |
| 1Y | -40.9% | +47.9% | -88.8% | -46.5% |
| All | -40.9% | +49.4% | -90.3% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling