-10.3%
TSCO vs DRI
+63.5%
-73.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -3.1% | -4.8% | +1.7% | -1.4% |
| 30D | -4.4% | -5.2% | +0.8% | -2.6% |
| 3M | +9.7% | +2.7% | +7.0% | +8.5% |
| 6M | -32.4% | +3.6% | -36.0% | -33.3% |
| YTD | -31.7% | +15.4% | -47.1% | -35.4% |
| 1Y | -41.3% | +1.3% | -42.5% | -42.1% |
| 3Y | -18.3% | +53.1% | -71.4% | -32.3% |
| 5Y | -10.3% | +64.6% | -74.8% | -30.4% |
| All | -10.3% | +63.5% | -73.7% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling