+1,668.3%
PLTR vs TSCO
+42.8%
+1,625.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | +4.7% | +0.3% | +4.5% | +4.6% |
| 30D | -16.4% | +11.3% | -27.7% | -20.8% |
| 3M | -6.2% | +1.5% | -7.6% | -7.5% |
| 6M | +29.2% | +24.0% | +5.2% | +15.8% |
| YTD | -5.5% | -25.7% | +20.2% | +4.9% |
| 1Y | -2.4% | -33.6% | +31.1% | +14.8% |
| 3Y | +752.3% | -1.5% | +753.8% | +660.0% |
| 5Y | +635.8% | -9.6% | +645.4% | +577.7% |
| All | +1,668.3% | +42.8% | +1,625.5% | +1,248.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling