+47,655.7%
TSCO vs DTE
+2,348.7%
+45,307.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | -3.1% | -2.0% | -1.1% | -2.6% |
| 30D | -4.4% | -2.4% | -2.0% | -3.7% |
| 3M | +9.7% | -7.3% | +17.0% | +12.0% |
| 6M | -32.4% | -7.6% | -24.8% | -30.9% |
| YTD | -31.7% | +5.8% | -37.5% | -32.9% |
| 1Y | -41.3% | +2.3% | -43.6% | -41.8% |
| 3Y | -18.3% | +45.0% | -63.3% | -27.1% |
| 5Y | -10.3% | +33.2% | -43.5% | -18.3% |
| 10Y | +188.5% | +141.4% | +47.1% | +115.8% |
| All | +47,655.7% | +2,348.7% | +45,307.0% | +14,468.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling