-18.4%
TSCO vs DT
+8.0%
-26.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | -3.1% | -2.5% | -0.6% | -2.8% |
| 30D | -4.4% | +3.5% | -7.9% | -4.9% |
| 3M | +9.7% | +26.7% | -17.0% | +6.2% |
| 6M | -32.4% | +36.1% | -68.5% | -35.4% |
| YTD | -31.7% | +18.6% | -50.3% | -33.2% |
| 1Y | -41.3% | +7.9% | -49.2% | -41.7% |
| All | -18.4% | +8.0% | -26.4% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 3y: compounded portfolio wealth divided by compounded DT 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…
3y analysis · Full analysis span regression · 6 months rolling