+181.2%
TSCO vs PTC
+205.0%
-23.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.9% |
| 7D | -5.7% | -7.3% | +1.6% | -3.9% |
| 30D | -8.8% | -11.6% | +2.9% | -6.1% |
| 3M | +6.3% | +10.5% | -4.1% | +2.9% |
| 6M | -32.3% | -17.8% | -14.5% | -29.5% |
| YTD | -32.7% | -24.9% | -7.8% | -28.4% |
| 1Y | -43.7% | -36.8% | -6.8% | -37.3% |
| 3Y | -19.7% | -8.7% | -10.9% | -20.4% |
| 5Y | -11.6% | +4.1% | -15.7% | -16.8% |
| All | +181.2% | +205.0% | -23.7% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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