+2,787.2%
SPY vs TSCO
+50,177.5%
-47,390.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +0.5% | +1.7% | -1.1% | +0.4% |
| 30D | -0.9% | +2.8% | -3.8% | -1.2% |
| 3M | +3.9% | +17.9% | -14.0% | +2.3% |
| 6M | +14.5% | -28.6% | +43.1% | +17.6% |
| YTD | +12.9% | -28.0% | +41.0% | +15.8% |
| 1Y | +19.4% | -39.9% | +59.2% | +24.2% |
| 3Y | +78.5% | -14.0% | +92.5% | +79.5% |
| 5Y | +81.8% | -2.9% | +84.7% | +80.5% |
| 10Y | +311.5% | +199.5% | +112.0% | +272.4% |
| All | +2,787.2% | +50,177.5% | -47,390.3% | +2,096.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling