+1,738.4%
TSCO vs DG
+577.8%
+1,160.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +2.2% |
| 7D | +1.7% | -2.5% | +4.1% | +2.5% |
| 30D | +2.8% | +1.0% | +1.8% | +2.3% |
| 3M | +17.9% | +20.3% | -2.4% | +10.3% |
| 6M | -28.6% | -11.7% | -16.8% | -26.1% |
| YTD | -28.0% | -2.3% | -25.7% | -28.0% |
| 1Y | -39.9% | +20.0% | -59.9% | -44.3% |
| 3Y | -14.0% | +7.2% | -21.2% | -22.4% |
| 5Y | -2.9% | -37.9% | +35.0% | +6.9% |
| 10Y | +199.5% | +107.3% | +92.2% | +118.4% |
| All | +1,738.4% | +577.8% | +1,160.6% | +858.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling