+752.3%
PLTR vs TSCO
-2.3%
+754.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +4.7% | +0.3% | +4.5% | +4.7% |
| 30D | -16.4% | +11.3% | -27.7% | -19.0% |
| 3M | -6.2% | +1.5% | -7.6% | -6.7% |
| 6M | +29.2% | +24.0% | +5.2% | +21.5% |
| YTD | -5.5% | -25.7% | +20.2% | 0.0% |
| 1Y | -2.4% | -33.6% | +31.1% | +7.7% |
| 3Y | +752.3% | -1.5% | +753.8% | +635.9% |
| All | +752.3% | -2.3% | +754.6% | +635.9% |
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 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