+50,177.5%
TSCO vs SPG
+4,681.7%
+45,495.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.5% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +2.8% | -4.9% | +7.8% | +4.2% |
| 3M | +17.9% | +3.3% | +14.6% | +16.8% |
| 6M | -28.6% | +11.2% | -39.8% | -30.7% |
| YTD | -28.0% | +17.1% | -45.1% | -31.2% |
| 1Y | -39.9% | +21.6% | -61.4% | -43.1% |
| 3Y | -14.0% | +111.9% | -125.9% | -30.5% |
| 5Y | -2.9% | +106.9% | -109.8% | -22.0% |
| 10Y | +199.5% | +62.2% | +137.3% | +133.4% |
| All | +50,177.5% | +4,681.7% | +45,495.7% | +19,062.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling