+8.3%
TSCO vs PL
+45.6%
-37.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +6.8% | +5.6% | +1.2% | +6.5% |
| 30D | +11.3% | -16.9% | +28.2% | +12.1% |
| 3M | +9.1% | -38.2% | +47.3% | +11.4% |
| 6M | +24.2% | -63.4% | +87.6% | +29.3% |
| YTD | -23.5% | -27.6% | +4.1% | -24.5% |
| 1Y | -30.8% | +6.6% | -37.3% | -33.8% |
| 3Y | +0.1% | +557.6% | -557.5% | -21.7% |
| 5Y | -5.3% | +39.5% | -44.8% | -23.0% |
| All | +8.3% | +45.6% | -37.3% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling