+21,124.8%
TSCO vs DVA
+5,118.1%
+16,006.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -4.4% | +1.7% | -6.0% | -4.6% |
| 3M | +9.7% | -8.7% | +18.4% | +10.5% |
| 6M | -32.4% | +19.7% | -52.1% | -34.4% |
| YTD | -31.7% | +59.6% | -91.3% | -36.3% |
| 1Y | -41.3% | +37.1% | -78.4% | -44.3% |
| 3Y | -18.3% | +89.8% | -108.1% | -26.2% |
| 5Y | -10.3% | +47.4% | -57.6% | -17.9% |
| 10Y | +188.5% | +184.9% | +3.6% | +138.8% |
| All | +21,124.8% | +5,118.1% | +16,006.6% | +16,172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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