+314.7%
SPY vs TSCO
+185.7%
+129.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -0.8% | -5.7% | +4.9% | +0.9% |
| 30D | -1.1% | -8.8% | +7.7% | +1.4% |
| 3M | +3.9% | +6.3% | -2.5% | +1.7% |
| 6M | +13.6% | -32.3% | +45.9% | +26.2% |
| YTD | +12.7% | -32.7% | +45.4% | +24.9% |
| 1Y | +17.5% | -43.7% | +61.2% | +37.3% |
| 3Y | +76.9% | -19.7% | +96.6% | +80.7% |
| 5Y | +83.6% | -11.6% | +95.2% | +78.5% |
| All | +314.7% | +185.7% | +129.0% | +184.5% |
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