-10.4%
TSCO vs DG
-37.9%
+27.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.9% |
| 7D | -5.7% | -6.5% | +0.8% | -3.9% |
| 30D | -8.8% | +4.2% | -12.9% | -9.9% |
| 3M | +6.3% | +9.5% | -3.2% | +3.3% |
| 6M | -32.3% | -13.1% | -19.1% | -30.1% |
| YTD | -32.7% | -4.8% | -27.9% | -32.2% |
| 1Y | -43.7% | +20.6% | -64.3% | -47.0% |
| 3Y | -19.7% | +4.9% | -24.6% | -26.2% |
| All | -10.4% | -37.9% | +27.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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