-2.7%
TSCO vs DOC
+43.2%
-45.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +8.8% | +6.2% | +2.6% | +6.8% |
| 30D | +13.4% | +6.5% | +6.9% | +11.2% |
| 3M | +10.3% | -6.2% | +16.6% | +12.2% |
| 6M | +13.7% | +25.6% | -11.9% | +4.9% |
| YTD | -25.4% | +32.1% | -57.4% | -32.7% |
| 1Y | -30.5% | +20.3% | -50.8% | -35.0% |
| All | -2.7% | +43.2% | -45.8% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling