+46.5%
PYPL vs TSCO
+134.9%
-88.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.6% |
| 7D | +1.7% | +1.7% | +0.1% | +1.0% |
| 30D | -9.7% | +2.8% | -12.6% | -10.9% |
| 3M | +29.2% | +17.9% | +11.3% | +20.3% |
| 6M | +13.9% | -28.6% | +42.5% | +29.0% |
| YTD | -8.1% | -28.0% | +19.9% | +3.0% |
| 1Y | -21.4% | -39.9% | +18.5% | -5.1% |
| 3Y | -11.8% | -14.0% | +2.2% | -10.9% |
| 5Y | -81.1% | -2.9% | -78.2% | -82.3% |
| 10Y | +36.9% | +199.5% | -162.6% | -14.9% |
| All | +46.5% | +134.9% | -88.4% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling