-19.7%
TSCO vs SPXS
-79.6%
+59.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -2.0% |
| 7D | -5.7% | +2.5% | -8.2% | -5.2% |
| 30D | -8.8% | +4.2% | -13.0% | -7.9% |
| 3M | +6.3% | -9.3% | +15.6% | +4.5% |
| 6M | -32.3% | -30.7% | -1.6% | -36.8% |
| YTD | -32.7% | -28.1% | -4.6% | -36.6% |
| 1Y | -43.7% | -35.1% | -8.6% | -48.0% |
| 3Y | -19.7% | -79.6% | +59.9% | -45.3% |
| All | -19.7% | -79.6% | +59.9% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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