+16,174.7%
TSCO vs DRI
+7,437.5%
+8,737.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.4% |
| 7D | +1.7% | -1.2% | +2.9% | +2.0% |
| 30D | +2.8% | -0.4% | +3.2% | +2.9% |
| 3M | +17.9% | +9.5% | +8.4% | +14.9% |
| 6M | -28.6% | +6.5% | -35.0% | -29.8% |
| YTD | -28.0% | +18.4% | -46.5% | -31.6% |
| 1Y | -39.9% | +4.2% | -44.1% | -40.9% |
| 3Y | -14.0% | +57.1% | -71.1% | -25.3% |
| 5Y | -2.9% | +70.4% | -73.3% | -18.3% |
| 10Y | +199.5% | +354.0% | -154.5% | +72.7% |
| All | +16,174.7% | +7,437.5% | +8,737.3% | +5,135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling