-29.4%
TSCO vs DOC
+21.8%
-51.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.6% |
| 7D | +15.7% | +8.7% | +7.0% | +14.0% |
| 30D | +16.4% | +7.6% | +8.8% | +14.9% |
| 3M | +11.2% | -5.3% | +16.5% | +11.3% |
| 6M | +14.9% | +27.6% | -12.7% | +10.3% |
| YTD | -25.4% | +32.4% | -57.8% | -29.0% |
| 1Y | -29.4% | +22.9% | -52.2% | -31.5% |
| All | -29.4% | +21.8% | -51.2% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling