-40.9%
TSCO vs DTE
+3.0%
-43.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | +5.5% | -2.6% | +8.0% | +6.4% |
| 3M | +20.0% | -3.9% | +23.9% | +21.5% |
| 6M | -29.8% | -7.9% | -21.9% | -27.2% |
| YTD | -28.7% | +7.2% | -35.8% | -31.9% |
| 1Y | -40.9% | +3.1% | -44.0% | -43.3% |
| All | -40.9% | +3.0% | -43.9% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling