+199.5%
TSCO vs PR
+101.2%
+98.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.8% |
| 7D | +1.7% | -0.6% | +2.3% | +1.7% |
| 30D | +2.8% | +17.4% | -14.6% | +1.9% |
| 3M | +17.9% | +21.8% | -3.9% | +16.5% |
| 6M | -28.6% | +27.6% | -56.2% | -29.7% |
| YTD | -28.0% | +71.4% | -99.5% | -30.4% |
| 1Y | -39.9% | +78.3% | -118.2% | -42.0% |
| 3Y | -14.0% | +85.5% | -99.5% | -17.7% |
| 5Y | -2.9% | +422.7% | -425.6% | -12.7% |
| 10Y | +199.5% | +87.1% | +112.4% | +203.1% |
| All | +199.5% | +101.2% | +98.3% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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