+181.2%
TSCO vs SPG
+64.5%
+116.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.7% | -1.2% | -4.5% | -5.5% |
| 30D | -8.8% | -6.1% | -2.6% | -7.7% |
| 3M | +6.3% | -3.6% | +10.0% | +7.0% |
| 6M | -32.3% | +10.4% | -42.7% | -33.4% |
| YTD | -32.7% | +14.4% | -47.1% | -34.3% |
| 1Y | -43.7% | +16.5% | -60.2% | -45.2% |
| 3Y | -19.7% | +106.8% | -126.5% | -29.3% |
| 5Y | -11.6% | +108.9% | -120.5% | -22.9% |
| All | +181.2% | +64.5% | +116.8% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling