-1.5%
TSCO vs PTC
+29.1%
-30.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | +11.3% | +1.2% | +10.1% | +11.1% |
| 3M | +1.5% | +27.4% | -25.9% | -3.3% |
| 6M | +24.0% | +39.2% | -15.2% | +15.3% |
| YTD | -25.7% | +12.5% | -38.2% | -27.0% |
| 1Y | -33.6% | +12.3% | -45.8% | -34.7% |
| 3Y | -1.5% | +28.8% | -30.4% | -18.4% |
| All | -1.5% | +29.1% | -30.6% | -18.4% |
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