+82.0%
SPY vs TSCO
-9.4%
+91.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -2.0% | -3.1% | +1.1% | -1.2% |
| 30D | -1.7% | -4.4% | +2.7% | -0.6% |
| 3M | +4.7% | +9.7% | -5.0% | +1.9% |
| 6M | +12.5% | -32.4% | +44.9% | +24.6% |
| YTD | +11.7% | -31.7% | +43.4% | +22.8% |
| 1Y | +17.5% | -41.3% | +58.8% | +35.0% |
| 3Y | +76.6% | -18.3% | +94.9% | +77.0% |
| 5Y | +82.0% | -10.3% | +92.3% | +73.2% |
| All | +82.0% | -9.4% | +91.4% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling