+225.5%
TSCO vs DOC
+15.7%
+209.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +7.1% | +6.5% | +0.6% | +5.5% |
| 30D | +11.8% | +9.2% | +2.6% | +9.5% |
| 3M | +7.4% | -2.5% | +9.9% | +8.0% |
| 6M | +13.4% | +7.1% | +6.4% | +11.3% |
| YTD | -25.9% | +33.0% | -58.9% | -31.4% |
| 1Y | -29.9% | +23.3% | -53.2% | -33.9% |
| 3Y | -3.4% | +44.9% | -48.3% | -12.8% |
| 5Y | -9.4% | -21.6% | +12.2% | -7.6% |
| All | +225.5% | +15.7% | +209.8% | +209.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling