-83.4%
TTD vs TSCO
-19.8%
-63.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.2% | +3.2% |
| 7D | -0.6% | -5.7% | +5.0% | +1.3% |
| 30D | +6.3% | -8.8% | +15.1% | +9.5% |
| 3M | -24.1% | +6.3% | -30.5% | -26.1% |
| 6M | -47.4% | -32.3% | -15.2% | -40.2% |
| YTD | -62.2% | -32.7% | -29.5% | -57.3% |
| 1Y | -68.3% | -43.7% | -24.6% | -61.6% |
| 3Y | -83.4% | -19.7% | -63.8% | -83.0% |
| All | -83.4% | -19.8% | -63.6% | -83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling