-81.0%
PYPL vs TSCO
-9.4%
-71.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.7% |
| 7D | -5.9% | -3.1% | -2.8% | -4.9% |
| 30D | -9.4% | -4.4% | -5.1% | -8.0% |
| 3M | +31.3% | +9.7% | +21.6% | +26.0% |
| 6M | +19.1% | -32.4% | +51.5% | +38.3% |
| YTD | -7.9% | -31.7% | +23.8% | +5.5% |
| 1Y | -17.9% | -41.3% | +23.4% | +0.6% |
| 3Y | -11.6% | -18.3% | +6.7% | -11.4% |
| 5Y | -81.0% | -10.3% | -70.8% | -82.3% |
| All | -81.0% | -9.4% | -71.7% | -82.3% |
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