-18.4%
TSCO vs SPG
+106.6%
-125.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -3.1% | -2.2% | -0.9% | -2.3% |
| 30D | -4.4% | -5.8% | +1.4% | -2.2% |
| 3M | +9.7% | -2.8% | +12.5% | +10.8% |
| 6M | -32.4% | +8.9% | -41.3% | -34.5% |
| YTD | -31.7% | +14.3% | -45.9% | -35.1% |
| 1Y | -41.3% | +19.5% | -60.8% | -45.1% |
| All | -18.4% | +106.6% | -125.1% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling