+140.5%
TSCO vs PR
+152.6%
-12.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | +7.1% | -16.4% | +23.5% | +8.0% |
| 30D | +11.8% | -1.9% | +13.7% | +11.8% |
| 3M | +7.4% | +8.0% | -0.6% | +6.8% |
| 6M | +13.4% | +4.1% | +9.3% | +12.9% |
| YTD | -25.9% | +58.7% | -84.6% | -28.0% |
| 1Y | -29.9% | +75.8% | -105.7% | -32.2% |
| 3Y | -3.4% | +73.2% | -76.5% | -7.1% |
| 5Y | -9.4% | +230.1% | -239.5% | -16.5% |
| 10Y | +227.1% | +67.4% | +159.7% | +227.2% |
| All | +140.5% | +152.6% | -12.0% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling