-17.3%
TSCO vs PTC
-10.6%
-6.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -2.9% |
| 7D | -2.5% | -13.6% | +11.1% | +0.7% |
| 30D | -1.1% | -14.7% | +13.5% | +2.2% |
| 3M | +14.3% | -5.9% | +20.2% | +14.9% |
| 6M | -31.9% | -21.1% | -10.8% | -28.2% |
| YTD | -30.7% | -26.0% | -4.7% | -25.7% |
| 1Y | -41.1% | -36.8% | -4.2% | -34.0% |
| All | -17.3% | -10.6% | -6.7% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling