+282.6%
SPGI vs TSCO
+190.2%
+92.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.5% |
| 7D | -8.9% | -3.1% | -5.8% | -8.1% |
| 30D | +0.6% | -4.4% | +5.0% | +1.9% |
| 3M | +2.0% | +9.7% | -7.7% | -1.1% |
| 6M | +0.1% | -32.4% | +32.5% | +11.3% |
| YTD | -16.4% | -31.7% | +15.2% | -7.9% |
| 1Y | -18.9% | -41.3% | +22.3% | -6.6% |
| 3Y | +13.8% | -18.3% | +32.1% | +15.9% |
| 5Y | +0.5% | -10.3% | +10.8% | -2.5% |
| All | +282.6% | +190.2% | +92.4% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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