+76.9%
SPY vs TSCO
-19.8%
+96.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -0.8% | -5.7% | +4.9% | +0.2% |
| 30D | -1.1% | -8.8% | +7.7% | +0.5% |
| 3M | +3.9% | +6.3% | -2.5% | +2.5% |
| 6M | +13.6% | -32.3% | +45.9% | +22.6% |
| YTD | +12.7% | -32.7% | +45.4% | +21.2% |
| 1Y | +17.5% | -43.7% | +61.2% | +31.9% |
| 3Y | +76.9% | -19.7% | +96.6% | +80.1% |
| All | +76.9% | -19.8% | +96.7% | +80.1% |
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