-10.4%
TSCO vs DE
+97.2%
-107.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -5.7% | -2.6% | -3.1% | -4.9% |
| 30D | -8.8% | +9.0% | -17.8% | -11.3% |
| 3M | +6.3% | +19.1% | -12.8% | +0.3% |
| 6M | -32.3% | +14.4% | -46.6% | -35.5% |
| YTD | -32.7% | +45.9% | -78.6% | -41.3% |
| 1Y | -43.7% | +43.6% | -87.3% | -50.7% |
| 3Y | -19.7% | +75.9% | -95.5% | -35.5% |
| All | -10.4% | +97.2% | -107.6% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling