-29.9%
TSCO vs DOC
+20.9%
-50.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +7.1% | +6.5% | +0.6% | +5.9% |
| 30D | +11.8% | +9.2% | +2.6% | +10.1% |
| 3M | +7.4% | -2.5% | +9.9% | +7.0% |
| 6M | +13.4% | +7.1% | +6.4% | +11.9% |
| YTD | -25.9% | +33.0% | -58.9% | -29.1% |
| 1Y | -29.9% | +23.3% | -53.2% | -32.1% |
| All | -29.9% | +20.9% | -50.8% | -32.1% |
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 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