+181.2%
TSCO vs PSX
+386.4%
-205.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.7% | +1.7% | -7.4% | -5.9% |
| 30D | -8.8% | +15.6% | -24.4% | -10.9% |
| 3M | +6.3% | +46.5% | -40.1% | -0.3% |
| 6M | -32.3% | +55.0% | -87.3% | -37.3% |
| YTD | -32.7% | +105.3% | -138.0% | -40.8% |
| 1Y | -43.7% | +101.6% | -145.3% | -50.4% |
| 3Y | -19.7% | +134.1% | -153.8% | -32.0% |
| 5Y | -11.6% | +368.7% | -380.3% | -34.9% |
| All | +181.2% | +386.4% | -205.2% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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