-18.4%
TSCO vs DLR
+55.5%
-74.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | -4.4% | -2.9% | -1.5% | -3.9% |
| 3M | +9.7% | +3.2% | +6.5% | +8.6% |
| 6M | -32.4% | +3.9% | -36.3% | -33.1% |
| YTD | -31.7% | +21.4% | -53.1% | -34.6% |
| 1Y | -41.3% | +9.7% | -51.0% | -42.6% |
| All | -18.4% | +55.5% | -74.0% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling