+343.3%
SPGI vs TSCO
+198.9%
+144.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.2% | +0.3% | +1.0% | +1.1% |
| 30D | +15.9% | +11.3% | +4.6% | +12.2% |
| 3M | +12.3% | +1.5% | +10.8% | +11.5% |
| 6M | +23.7% | +24.0% | -0.3% | +15.4% |
| YTD | -3.5% | -25.7% | +22.1% | +3.5% |
| 1Y | +0.4% | -33.6% | +34.0% | +11.6% |
| 3Y | +29.9% | -1.5% | +31.4% | +24.6% |
| 5Y | +15.2% | -9.6% | +24.8% | +11.4% |
| All | +343.3% | +198.9% | +144.5% | +196.3% |
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