+1,692.6%
PLTR vs TSCO
+38.3%
+1,654.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.7% |
| 7D | -5.3% | +1.7% | -7.0% | -6.1% |
| 30D | -1.0% | +2.8% | -3.8% | -2.6% |
| 3M | +24.8% | +17.9% | +6.9% | +15.3% |
| 6M | +8.4% | -28.6% | +36.9% | +25.0% |
| YTD | -4.2% | -28.0% | +23.9% | +8.7% |
| 1Y | +9.1% | -39.9% | +49.0% | +35.6% |
| 3Y | +1,025.6% | -14.0% | +1,039.6% | +991.8% |
| 5Y | +565.8% | -2.9% | +568.7% | +508.7% |
| All | +1,692.6% | +38.3% | +1,654.4% | +1,296.2% |
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