-29.4%
TSCO vs DHI
+9.6%
-39.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.1% | -3.9% | +1.7% |
| 7D | +15.7% | +9.8% | +5.9% | +12.4% |
| 30D | +16.4% | +17.8% | -1.4% | +11.0% |
| 3M | +11.2% | +4.7% | +6.5% | +8.9% |
| 6M | +14.9% | +10.0% | +4.9% | +10.6% |
| YTD | -25.4% | +10.0% | -35.4% | -29.0% |
| 1Y | -29.4% | +9.1% | -38.5% | -33.1% |
| All | -29.4% | +9.6% | -39.0% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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