+1.6%
PG vs TSCO
-19.8%
+21.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -0.8% | -5.7% | +4.9% | +0.2% |
| 30D | +0.8% | -8.8% | +9.6% | +2.3% |
| 3M | -1.3% | +6.3% | -7.7% | -2.5% |
| 6M | -3.8% | -32.3% | +28.4% | +2.1% |
| YTD | +3.6% | -32.7% | +36.3% | +9.8% |
| 1Y | -5.7% | -43.7% | +37.9% | +2.7% |
| 3Y | +1.6% | -19.7% | +21.3% | +4.1% |
| All | +1.6% | -19.8% | +21.4% | +4.1% |
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