-10.4%
TSCO vs SPMO
+149.5%
-159.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.7% |
| 7D | -5.7% | -0.9% | -4.7% | -5.3% |
| 30D | -8.8% | -1.9% | -6.8% | -8.1% |
| 3M | +6.3% | -1.4% | +7.7% | +6.0% |
| 6M | -32.3% | +25.5% | -57.8% | -41.2% |
| YTD | -32.7% | +24.8% | -57.5% | -41.6% |
| 1Y | -43.7% | +24.5% | -68.2% | -51.1% |
| 3Y | -19.7% | +157.1% | -176.8% | -60.0% |
| All | -10.4% | +149.5% | -159.9% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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