+5.2%
SSPC vs TSCO
+17.8%
-12.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.2% | +3.6% | +7.5% |
| 7D | +11.8% | +15.7% | -3.9% | +11.5% |
| 30D | +44.7% | +16.4% | +28.3% | +47.7% |
| 3M | -40.7% | +11.2% | -51.9% | -40.0% |
| All | +5.2% | +17.8% | -12.6% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling