+361.1%
TTD vs TSCO
+193.8%
+167.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | +1.1% |
| 7D | -4.6% | -2.5% | -2.1% | -3.3% |
| 30D | +3.7% | -1.1% | +4.8% | +4.1% |
| 3M | -30.2% | +14.3% | -44.5% | -36.1% |
| 6M | -51.4% | -31.9% | -19.5% | -40.1% |
| YTD | -63.4% | -30.7% | -32.8% | -55.9% |
| 1Y | -73.5% | -41.1% | -32.4% | -64.9% |
| 3Y | -83.5% | -17.1% | -66.3% | -83.1% |
| 5Y | -80.9% | -7.5% | -73.4% | -81.9% |
| All | +361.1% | +193.8% | +167.3% | +151.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling