+17.9%
PM vs TSCO
-42.3%
+60.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | +4.7% | -5.7% | +10.3% | +5.7% |
| 30D | +2.6% | -8.8% | +11.4% | +4.1% |
| 3M | +6.6% | +6.3% | +0.2% | +5.3% |
| 6M | +16.5% | -32.3% | +48.8% | +28.0% |
| YTD | +21.2% | -32.7% | +53.9% | +32.6% |
| 1Y | +17.9% | -43.7% | +61.6% | +31.7% |
| All | +17.9% | -42.3% | +60.2% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling