+10.8%
TSCO vs DOCS
-19.0%
+29.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +0.3% | +2.6% | -2.3% | +0.1% |
| 30D | +11.3% | +11.4% | -0.1% | +10.4% |
| 3M | +1.5% | +25.4% | -23.9% | -0.4% |
| 6M | +24.0% | +42.5% | -18.6% | +19.6% |
| YTD | -25.7% | -24.7% | -1.0% | -25.0% |
| 1Y | -33.6% | -32.9% | -0.6% | -32.4% |
| 3Y | -1.5% | +39.6% | -41.1% | -10.0% |
| 5Y | -9.6% | -54.6% | +45.0% | -14.6% |
| All | +10.8% | -19.0% | +29.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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