+50,177.4%
TSCO vs SPY
+2,756.9%
+47,420.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.3% |
| 7D | +1.7% | +0.5% | +1.1% | +1.2% |
| 30D | +2.8% | -0.9% | +3.8% | +3.5% |
| 3M | +17.9% | +3.9% | +14.0% | +14.4% |
| 6M | -28.6% | +14.5% | -43.1% | -35.7% |
| YTD | -28.0% | +12.9% | -41.0% | -34.6% |
| 1Y | -39.9% | +19.4% | -59.2% | -47.6% |
| 3Y | -14.0% | +78.5% | -92.5% | -45.1% |
| 5Y | -2.9% | +81.8% | -84.7% | -39.0% |
| 10Y | +199.5% | +311.5% | -112.0% | +0.9% |
| All | +50,177.4% | +2,756.9% | +47,420.6% | +6,272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling