+181.2%
TSCO vs DLR
+177.5%
+3.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.3% | -1.9% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -8.8% | -4.3% | -4.5% | -7.9% |
| 3M | +6.3% | +3.8% | +2.5% | +5.0% |
| 6M | -32.3% | +5.8% | -38.1% | -33.5% |
| YTD | -32.7% | +23.5% | -56.2% | -36.3% |
| 1Y | -43.7% | +11.1% | -54.8% | -45.5% |
| 3Y | -19.7% | +57.9% | -77.5% | -29.6% |
| 5Y | -11.6% | +44.0% | -55.6% | -22.1% |
| All | +181.2% | +177.5% | +3.8% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling