+14,594.1%
TSCO vs DLTR
+10,500.9%
+4,093.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -3.1% | -9.4% | +6.3% | -1.0% |
| 30D | -4.4% | -7.3% | +3.0% | -2.8% |
| 3M | +9.7% | +7.6% | +2.1% | +7.7% |
| 6M | -32.4% | +1.6% | -34.0% | -33.1% |
| YTD | -31.7% | -3.5% | -28.1% | -31.8% |
| 1Y | -41.3% | +20.0% | -61.3% | -44.3% |
| 3Y | -18.3% | +2.3% | -20.6% | -22.6% |
| 5Y | -10.3% | +31.5% | -41.8% | -20.8% |
| 10Y | +188.5% | +45.4% | +143.1% | +139.3% |
| All | +14,594.1% | +10,500.9% | +4,093.2% | +6,862.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling