+240.1%
PLD vs TSCO
+190.2%
+49.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -2.8% | -3.1% | +0.3% | -1.9% |
| 30D | -3.6% | -4.4% | +0.7% | -2.4% |
| 3M | -7.1% | +9.7% | -16.8% | -10.1% |
| 6M | +0.2% | -32.4% | +32.6% | +12.4% |
| YTD | +6.9% | -31.7% | +38.6% | +18.8% |
| 1Y | +25.0% | -41.3% | +66.3% | +45.9% |
| 3Y | +20.8% | -18.3% | +39.1% | +24.6% |
| 5Y | +16.2% | -10.3% | +26.4% | +14.8% |
| All | +240.1% | +190.2% | +49.9% | +154.9% |
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