-10.4%
TSCO vs DT
-27.6%
+17.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -5.7% | -1.6% | -4.1% | -5.4% |
| 30D | -8.8% | +3.0% | -11.8% | -9.4% |
| 3M | +6.3% | +26.5% | -20.2% | +1.7% |
| 6M | -32.3% | +35.9% | -68.2% | -36.5% |
| YTD | -32.7% | +17.8% | -50.5% | -35.3% |
| 1Y | -43.7% | +4.1% | -47.7% | -44.6% |
| 3Y | -19.7% | +5.3% | -25.0% | -22.5% |
| All | -10.4% | -27.6% | +17.2% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling