-33.6%
TSCO vs DRI
+34.4%
-68.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +0.3% | +1.1% | -0.8% | -0.2% |
| 30D | +11.3% | +9.7% | +1.6% | +7.5% |
| 3M | +1.5% | +3.2% | -1.7% | +0.1% |
| 6M | +24.0% | +20.6% | +3.4% | +15.3% |
| YTD | -25.7% | +28.3% | -53.9% | -33.8% |
| 1Y | -33.6% | +34.5% | -68.1% | -42.2% |
| All | -33.6% | +34.4% | -68.0% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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