-10.3%
TSCO vs DECK
+20.9%
-31.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.0% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +11.3% | +4.8% | +6.5% | +10.3% |
| 3M | +1.5% | -6.9% | +8.4% | +2.7% |
| 6M | +24.0% | -7.6% | +31.5% | +25.1% |
| YTD | -25.7% | -16.3% | -9.4% | -24.1% |
| 1Y | -33.6% | +4.5% | -38.0% | -35.1% |
| 3Y | -1.5% | -17.1% | +15.6% | -7.7% |
| All | -10.3% | +20.9% | -31.2% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling