+1.1%
TSCO vs PL
+84.9%
-83.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | +0.8% | -9.3% | +10.1% | +1.2% |
| 30D | +5.5% | -18.9% | +24.4% | +6.5% |
| 3M | +20.0% | -58.4% | +78.3% | +24.6% |
| 6M | -29.8% | -30.3% | +0.5% | -29.7% |
| YTD | -28.7% | -8.1% | -20.5% | -30.2% |
| 1Y | -40.9% | +180.5% | -221.4% | -47.5% |
| 3Y | -15.9% | +444.1% | -460.1% | -32.9% |
| 5Y | -3.5% | +83.0% | -86.5% | -24.0% |
| All | +1.1% | +84.9% | -83.8% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling