+77.6%
TSCO vs DT
+98.4%
-20.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.8% |
| 7D | -2.5% | -0.5% | -1.9% | -2.4% |
| 30D | -1.1% | +0.1% | -1.2% | -1.3% |
| 3M | +14.3% | +24.1% | -9.8% | +9.4% |
| 6M | -31.9% | +30.1% | -62.0% | -35.8% |
| YTD | -30.7% | +16.8% | -47.4% | -33.5% |
| 1Y | -41.1% | -0.1% | -41.0% | -41.9% |
| 3Y | -17.1% | +6.8% | -24.0% | -20.7% |
| 5Y | -7.5% | -28.4% | +20.8% | -8.5% |
| All | +77.6% | +98.4% | -20.8% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling