+16,709.7%
TSCO vs DRI
+8,063.5%
+8,646.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +0.3% | +1.1% | -0.8% | 0.0% |
| 30D | +11.3% | +9.7% | +1.6% | +8.6% |
| 3M | +1.5% | +3.2% | -1.7% | +0.5% |
| 6M | +24.0% | +20.6% | +3.4% | +17.6% |
| YTD | -25.7% | +28.3% | -53.9% | -30.8% |
| 1Y | -33.6% | +34.5% | -68.1% | -39.0% |
| 3Y | -1.5% | +66.5% | -68.1% | -15.8% |
| 5Y | -9.6% | +79.6% | -89.3% | -24.9% |
| 10Y | +200.8% | +333.8% | -133.0% | +76.1% |
| All | +16,709.7% | +8,063.5% | +8,646.3% | +5,190.1% |
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