+29.6%
SNOW vs TSCO
+29.6%
0.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | -2.4% | -5.7% | +3.2% | -0.1% |
| 30D | -1.0% | -8.8% | +7.8% | +2.6% |
| 3M | +36.9% | +6.3% | +30.5% | +32.6% |
| 6M | +83.4% | -32.3% | +115.6% | +112.9% |
| YTD | +50.0% | -32.7% | +82.7% | +73.2% |
| 1Y | +46.5% | -43.7% | +90.2% | +83.3% |
| 3Y | +93.3% | -19.7% | +113.0% | +92.6% |
| 5Y | +3.3% | -11.6% | +14.9% | -1.5% |
| All | +29.6% | +29.6% | 0.0% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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