-72.2%
TTD vs TSCO
-40.6%
-31.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.6% |
| 7D | +6.3% | +0.8% | +5.6% | +6.2% |
| 30D | -23.9% | +5.5% | -29.3% | -24.8% |
| 3M | -31.4% | +20.0% | -51.3% | -34.3% |
| 6M | -42.7% | -29.8% | -12.9% | -40.3% |
| YTD | -62.0% | -28.7% | -33.3% | -60.4% |
| 1Y | -72.2% | -40.9% | -31.3% | -70.9% |
| All | -72.2% | -40.6% | -31.6% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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