-19.7%
TSCO vs SPYG
+98.4%
-118.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | -5.7% | -0.9% | -4.8% | -5.4% |
| 30D | -8.8% | -1.5% | -7.3% | -8.3% |
| 3M | +6.3% | +3.7% | +2.6% | +4.9% |
| 6M | -32.3% | +16.4% | -48.7% | -36.1% |
| YTD | -32.7% | +13.3% | -46.0% | -36.0% |
| 1Y | -43.7% | +17.9% | -61.5% | -47.4% |
| 3Y | -19.7% | +98.3% | -118.0% | -47.5% |
| All | -19.7% | +98.4% | -118.0% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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