+181.2%
TSCO vs SPY
+322.5%
-141.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.2% |
| 7D | -5.7% | -0.8% | -4.9% | -5.1% |
| 30D | -8.8% | -1.1% | -7.7% | -8.1% |
| 3M | +6.3% | +3.9% | +2.5% | +3.2% |
| 6M | -32.3% | +13.6% | -45.9% | -38.7% |
| YTD | -32.7% | +12.7% | -45.4% | -38.8% |
| 1Y | -43.7% | +17.5% | -61.2% | -50.5% |
| 3Y | -19.7% | +76.9% | -96.6% | -49.1% |
| 5Y | -11.6% | +83.6% | -95.2% | -45.9% |
| All | +181.2% | +322.5% | -141.2% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling