-40.9%
TSCO vs DGX
+33.7%
-74.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.4% |
| 7D | +0.8% | -2.3% | +3.1% | +1.5% |
| 30D | +5.5% | +0.6% | +4.9% | +5.2% |
| 3M | +20.0% | +21.4% | -1.4% | +13.8% |
| 6M | -29.8% | +14.7% | -44.5% | -32.5% |
| YTD | -28.7% | +38.4% | -67.1% | -35.5% |
| 1Y | -40.9% | +34.0% | -74.9% | -45.9% |
| All | -40.9% | +33.7% | -74.6% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling