+32.1%
SNOW vs TSCO
+38.5%
-6.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +4.9% | +1.7% | +3.2% | +4.1% |
| 30D | +1.5% | +2.8% | -1.3% | +0.1% |
| 3M | +39.5% | +17.9% | +21.6% | +29.5% |
| 6M | +85.9% | -28.6% | +114.5% | +111.4% |
| YTD | +52.9% | -28.0% | +81.0% | +71.9% |
| 1Y | +48.1% | -39.9% | +88.0% | +80.4% |
| 3Y | +102.2% | -14.0% | +116.2% | +95.9% |
| 5Y | +5.5% | -2.9% | +8.4% | -2.5% |
| All | +32.1% | +38.5% | -6.4% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling