+135.3%
PM vs TSCO
-11.8%
+147.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | +4.7% | -5.7% | +10.3% | +5.3% |
| 30D | +2.6% | -8.8% | +11.4% | +3.5% |
| 3M | +6.6% | +6.3% | +0.2% | +5.8% |
| 6M | +16.5% | -32.3% | +48.8% | +21.0% |
| YTD | +21.2% | -32.7% | +53.9% | +25.9% |
| 1Y | +17.9% | -43.7% | +61.6% | +24.3% |
| 3Y | +129.8% | -19.7% | +149.5% | +131.2% |
| All | +135.3% | -11.8% | +147.1% | +130.8% |
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