+2,325.2%
TSCO vs DLR
+3,617.4%
-1,292.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +1.7% | +3.4% | -1.7% | +0.6% |
| 30D | +2.8% | -2.2% | +5.0% | +3.4% |
| 3M | +17.9% | +4.7% | +13.2% | +15.5% |
| 6M | -28.6% | +9.0% | -37.6% | -31.0% |
| YTD | -28.0% | +24.1% | -52.2% | -33.3% |
| 1Y | -39.9% | +20.9% | -60.8% | -44.0% |
| 3Y | -14.0% | +60.0% | -74.0% | -28.1% |
| 5Y | -2.9% | +35.3% | -38.2% | -16.5% |
| 10Y | +199.5% | +165.8% | +33.7% | +95.9% |
| All | +2,325.2% | +3,617.4% | -1,292.2% | +526.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling