+376.4%
TTD vs TSCO
+185.3%
+191.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.2% | +3.5% |
| 7D | -0.6% | -5.7% | +5.0% | +2.7% |
| 30D | +6.3% | -8.8% | +15.1% | +11.9% |
| 3M | -24.1% | +6.3% | -30.5% | -27.5% |
| 6M | -47.4% | -32.3% | -15.2% | -35.0% |
| YTD | -62.2% | -32.7% | -29.5% | -53.7% |
| 1Y | -68.3% | -43.7% | -24.6% | -56.9% |
| 3Y | -83.4% | -19.7% | -63.8% | -82.8% |
| 5Y | -80.3% | -11.6% | -68.7% | -80.8% |
| All | +376.4% | +185.3% | +191.1% | +164.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling