+181.2%
TSCO vs TDG
+547.7%
-366.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.8% |
| 7D | -5.7% | -1.9% | -3.8% | -5.3% |
| 30D | -8.8% | -7.7% | -1.1% | -7.2% |
| 3M | +6.3% | -9.3% | +15.7% | +8.5% |
| 6M | -32.3% | -9.4% | -22.9% | -30.9% |
| YTD | -32.7% | -14.3% | -18.4% | -30.7% |
| 1Y | -43.7% | -11.8% | -31.8% | -42.5% |
| 3Y | -19.7% | +52.0% | -71.6% | -27.6% |
| 5Y | -11.6% | +128.8% | -140.4% | -27.4% |
| All | +181.2% | +547.7% | -366.4% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling