+2,004.0%
TSCO vs SPXU
-100.0%
+2,104.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.3% |
| 7D | -2.5% | +1.3% | -3.7% | -2.1% |
| 30D | -1.1% | +5.1% | -6.2% | +0.4% |
| 3M | +14.3% | -9.1% | +23.4% | +11.7% |
| 6M | -31.9% | -29.6% | -2.3% | -37.6% |
| YTD | -30.7% | -27.7% | -3.0% | -35.8% |
| 1Y | -41.1% | -37.0% | -4.1% | -47.3% |
| 3Y | -17.1% | -80.2% | +63.0% | -42.8% |
| 5Y | -7.5% | -86.0% | +78.5% | -34.5% |
| 10Y | +192.6% | -99.5% | +292.1% | -4.1% |
| All | +2,004.0% | -100.0% | +2,104.0% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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