-10.3%
TSCO vs SPG
+103.4%
-113.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | +9.7% | -2.8% | +12.5% | +10.8% |
| 6M | -32.4% | +8.9% | -41.3% | -34.6% |
| YTD | -31.7% | +14.3% | -45.9% | -35.3% |
| 1Y | -41.3% | +19.5% | -60.8% | -45.4% |
| 3Y | -18.3% | +106.9% | -125.2% | -40.4% |
| 5Y | -10.3% | +108.7% | -119.0% | -39.2% |
| All | -10.3% | +103.4% | -113.6% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling