+11.6%
PLTR vs TSCO
-40.6%
+52.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.6% |
| 7D | -6.4% | +0.8% | -7.2% | -6.5% |
| 30D | +10.0% | +5.5% | +4.6% | +9.2% |
| 3M | +23.0% | +20.0% | +3.1% | +21.7% |
| 6M | +13.8% | -29.8% | +43.6% | +6.5% |
| YTD | -1.9% | -28.7% | +26.7% | -7.7% |
| 1Y | +11.6% | -40.9% | +52.6% | +9.7% |
| All | +11.6% | -40.6% | +52.3% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling