+14.1%
SPGI vs TSCO
-18.6%
+32.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | -8.9% | -3.1% | -5.8% | -8.3% |
| 30D | +0.6% | -4.4% | +5.0% | +1.6% |
| 3M | +2.0% | +9.7% | -7.7% | -0.3% |
| 6M | +0.1% | -32.4% | +32.5% | +8.2% |
| YTD | -16.4% | -31.7% | +15.2% | -10.6% |
| 1Y | -18.9% | -41.3% | +22.3% | -9.7% |
| All | +14.1% | -18.6% | +32.7% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling