+15,211.8%
TSCO vs DGX
+8,778.1%
+6,433.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | -5.7% | -0.9% | -4.8% | -5.5% |
| 30D | -8.8% | -1.2% | -7.6% | -8.5% |
| 3M | +6.3% | +15.8% | -9.4% | +2.6% |
| 6M | -32.3% | +18.2% | -50.4% | -35.0% |
| YTD | -32.7% | +37.2% | -69.9% | -37.8% |
| 1Y | -43.7% | +30.4% | -74.0% | -47.4% |
| 3Y | -19.7% | +96.7% | -116.4% | -32.3% |
| 5Y | -11.6% | +67.2% | -78.8% | -23.0% |
| 10Y | +184.1% | +253.9% | -69.9% | +106.1% |
| All | +15,211.8% | +8,778.1% | +6,433.7% | +6,908.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling