+813.5%
SPYM vs TSCO
+1,545.1%
-731.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -2.0% | -3.1% | +1.1% | -1.2% |
| 30D | -1.6% | -4.4% | +2.7% | -0.6% |
| 3M | +4.7% | +9.7% | -4.9% | +2.0% |
| 6M | +12.6% | -32.4% | +45.0% | +23.3% |
| YTD | +11.8% | -31.7% | +43.4% | +21.7% |
| 1Y | +17.5% | -41.3% | +58.8% | +32.8% |
| 3Y | +77.0% | -18.3% | +95.3% | +80.7% |
| 5Y | +82.6% | -10.3% | +92.8% | +79.6% |
| 10Y | +320.3% | +188.5% | +131.8% | +200.8% |
| All | +813.5% | +1,545.1% | -731.7% | +288.3% |
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