-19.7%
TSCO vs TDG
+52.1%
-71.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.8% |
| 7D | -5.7% | -1.9% | -3.8% | -5.2% |
| 30D | -8.8% | -7.7% | -1.1% | -6.8% |
| 3M | +6.3% | -9.3% | +15.7% | +9.0% |
| 6M | -32.3% | -9.4% | -22.9% | -30.7% |
| YTD | -32.7% | -14.3% | -18.4% | -30.6% |
| 1Y | -43.7% | -11.8% | -31.8% | -42.5% |
| 3Y | -19.7% | +52.0% | -71.6% | -30.0% |
| All | -19.7% | +52.1% | -71.8% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling