+132.5%
TSCO vs SPMO
+562.6%
-430.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -4.4% | -0.7% | -3.7% | -4.2% |
| 3M | +9.7% | +2.8% | +6.9% | +6.7% |
| 6M | -32.4% | +24.4% | -56.8% | -41.7% |
| YTD | -31.7% | +24.2% | -55.8% | -41.1% |
| 1Y | -41.3% | +24.5% | -65.8% | -49.6% |
| 3Y | -18.3% | +155.6% | -173.9% | -56.4% |
| 5Y | -10.3% | +148.2% | -158.4% | -51.4% |
| 10Y | +188.5% | +514.8% | -326.3% | +6.6% |
| All | +132.5% | +562.6% | -430.1% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling