-32.3%
TSCO vs DGX
+18.5%
-50.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.1% |
| 7D | -5.7% | -0.9% | -4.8% | -5.4% |
| 30D | -8.8% | -1.2% | -7.6% | -8.5% |
| 3M | +6.3% | +15.8% | -9.4% | +1.4% |
| 6M | -32.3% | +18.2% | -50.4% | -34.4% |
| All | -32.3% | +18.5% | -50.8% | -34.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling