-10.4%
TSCO vs DLTR
+30.4%
-40.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -5.7% | -10.1% | +4.4% | -3.4% |
| 30D | -8.8% | -8.1% | -0.6% | -7.1% |
| 3M | +6.3% | +2.9% | +3.5% | +5.4% |
| 6M | -32.3% | +4.3% | -36.6% | -33.5% |
| YTD | -32.7% | -3.9% | -28.8% | -32.9% |
| 1Y | -43.7% | +18.9% | -62.6% | -46.7% |
| 3Y | -19.7% | +1.9% | -21.6% | -23.1% |
| All | -10.4% | +30.4% | -40.8% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 5y: compounded portfolio wealth divided by compounded DLTR 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…
5y analysis · Full analysis span regression · 6 months rolling