-1.8%
TSCO vs PL
+75.7%
-77.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.3% | -3.5% |
| 7D | -2.5% | -13.9% | +11.4% | -1.8% |
| 30D | -1.1% | -25.5% | +24.3% | +0.3% |
| 3M | +14.3% | -44.8% | +59.0% | +17.3% |
| 6M | -31.9% | -33.3% | +1.4% | -31.7% |
| YTD | -30.7% | -12.7% | -18.0% | -32.0% |
| 1Y | -41.1% | +90.9% | -132.0% | -45.8% |
| 3Y | -17.1% | +528.5% | -545.6% | -34.6% |
| 5Y | -7.5% | +72.7% | -80.3% | -26.7% |
| All | -1.8% | +75.7% | -77.5% | -22.6% |
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