+162.6%
PM vs TSCO
-10.1%
+172.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +0.5% | +0.3% | +0.3% | +0.5% |
| 30D | -3.2% | +11.3% | -14.6% | -4.4% |
| 3M | +6.2% | +1.5% | +4.8% | +5.9% |
| 6M | +7.7% | +24.0% | -16.3% | +5.0% |
| YTD | +27.3% | -25.7% | +53.0% | +30.8% |
| 1Y | +32.8% | -33.6% | +66.3% | +37.7% |
| 3Y | +150.0% | -1.5% | +151.5% | +145.9% |
| All | +162.6% | -10.1% | +172.7% | +160.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling