-30.8%
TSCO vs DOC
+22.2%
-53.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +6.8% | +4.3% | +2.5% | +6.0% |
| 30D | +11.3% | +9.2% | +2.1% | +9.6% |
| 3M | +9.1% | -0.8% | +9.9% | +8.5% |
| 6M | +24.2% | +7.1% | +17.1% | +22.5% |
| YTD | -23.5% | +34.0% | -57.5% | -26.8% |
| 1Y | -30.8% | +23.2% | -54.0% | -32.9% |
| All | -30.8% | +22.2% | -53.0% | -32.9% |
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