+46,929.1%
TSCO vs DHI
+7,047.7%
+39,881.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | -5.7% | -3.4% | -2.3% | -5.0% |
| 30D | -8.8% | -5.4% | -3.3% | -7.8% |
| 3M | +6.3% | -10.4% | +16.8% | +8.6% |
| 6M | -32.3% | -2.8% | -29.5% | -32.3% |
| YTD | -32.7% | -3.4% | -29.3% | -32.7% |
| 1Y | -43.7% | -22.9% | -20.8% | -41.1% |
| 3Y | -19.7% | +20.7% | -40.3% | -24.9% |
| 5Y | -11.6% | +62.1% | -73.8% | -23.3% |
| 10Y | +184.1% | +410.4% | -226.3% | +90.1% |
| All | +46,929.1% | +7,047.7% | +39,881.5% | +2,189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling