-15.0%
TSCO vs DECK
-3.0%
-12.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.4% | +0.9% |
| 7D | +0.8% | -2.2% | +3.0% | +1.0% |
| 30D | +5.5% | -13.6% | +19.0% | +7.2% |
| 3M | +20.0% | -21.2% | +41.2% | +23.2% |
| 6M | -29.8% | -21.1% | -8.7% | -28.1% |
| YTD | -28.7% | -17.2% | -11.4% | -27.5% |
| 1Y | -40.9% | -30.7% | -10.2% | -38.9% |
| All | -15.0% | -3.0% | -12.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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