+325.6%
TSCO vs PSX
+1,167.1%
-841.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.8% |
| 7D | -2.5% | +1.8% | -4.3% | -2.8% |
| 30D | -1.1% | +21.6% | -22.8% | -4.8% |
| 3M | +14.3% | +46.5% | -32.2% | +6.0% |
| 6M | -31.9% | +62.0% | -93.9% | -38.3% |
| YTD | -30.7% | +106.3% | -137.0% | -40.3% |
| 1Y | -41.1% | +103.0% | -144.0% | -49.2% |
| 3Y | -17.1% | +135.5% | -152.7% | -31.8% |
| 5Y | -7.5% | +368.5% | -376.0% | -35.5% |
| 10Y | +192.6% | +386.6% | -194.0% | +89.6% |
| All | +325.6% | +1,167.1% | -841.5% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling