-80.8%
TTD vs TSCO
-9.4%
-71.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +1.5% |
| 7D | -7.4% | -3.1% | -4.3% | -5.8% |
| 30D | +3.0% | -4.4% | +7.4% | +5.5% |
| 3M | -27.6% | +9.7% | -37.3% | -32.1% |
| 6M | -49.5% | -32.4% | -17.1% | -37.0% |
| YTD | -63.2% | -31.7% | -31.5% | -55.0% |
| 1Y | -69.7% | -41.3% | -28.5% | -59.4% |
| 3Y | -83.3% | -18.3% | -65.0% | -83.8% |
| 5Y | -80.8% | -10.3% | -70.6% | -83.8% |
| All | -80.8% | -9.4% | -71.4% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling