-7.5%
TSCO vs PTC
-0.9%
-6.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -2.7% |
| 7D | -2.5% | -13.6% | +11.1% | +1.5% |
| 30D | -1.1% | -14.7% | +13.5% | +3.1% |
| 3M | +14.3% | -5.9% | +20.2% | +15.0% |
| 6M | -31.9% | -21.1% | -10.8% | -27.6% |
| YTD | -30.7% | -26.0% | -4.7% | -25.0% |
| 1Y | -41.1% | -36.8% | -4.2% | -33.0% |
| 3Y | -17.1% | -10.3% | -6.9% | -19.1% |
| 5Y | -7.5% | +1.2% | -8.7% | -16.6% |
| All | -7.5% | -0.9% | -6.6% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling