+210.9%
PM vs TSCO
+185.7%
+25.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | +4.7% | -5.7% | +10.3% | +5.6% |
| 30D | +2.6% | -8.8% | +11.4% | +4.0% |
| 3M | +6.6% | +6.3% | +0.2% | +5.4% |
| 6M | +16.5% | -32.3% | +48.8% | +23.3% |
| YTD | +21.2% | -32.7% | +53.9% | +28.2% |
| 1Y | +17.9% | -43.7% | +61.6% | +28.1% |
| 3Y | +129.8% | -19.7% | +149.5% | +132.1% |
| 5Y | +133.0% | -11.6% | +144.6% | +127.6% |
| All | +210.9% | +185.7% | +25.2% | +150.4% |
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 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