-1.5%
TSCO vs PR
+95.8%
-97.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.5% |
| 7D | +0.3% | +6.0% | -5.7% | 0.0% |
| 30D | +11.3% | -4.2% | +15.5% | +11.4% |
| 3M | +1.5% | +10.0% | -8.5% | +0.5% |
| 6M | +24.0% | +15.6% | +8.3% | +22.0% |
| YTD | -25.7% | +68.2% | -93.9% | -30.5% |
| 1Y | -33.6% | +79.2% | -112.8% | -38.3% |
| 3Y | -1.5% | +94.9% | -96.4% | -13.2% |
| All | -1.5% | +95.8% | -97.3% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling