+1,660.3%
PLTR vs TSCO
+29.3%
+1,631.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.5% |
| 7D | -4.1% | -5.7% | +1.6% | -1.5% |
| 30D | -2.2% | -8.8% | +6.5% | +1.8% |
| 3M | +27.6% | +6.3% | +21.3% | +23.6% |
| 6M | +10.3% | -32.3% | +42.6% | +30.2% |
| YTD | -5.9% | -32.7% | +26.8% | +10.0% |
| 1Y | +1.7% | -43.7% | +45.4% | +30.4% |
| 3Y | +959.1% | -19.7% | +978.7% | +959.8% |
| 5Y | +536.3% | -11.6% | +548.0% | +503.5% |
| All | +1,660.3% | +29.3% | +1,631.0% | +1,313.3% |
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