+181.2%
TSCO vs SAN
+357.1%
-175.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -1.9% |
| 7D | -5.7% | +0.2% | -5.9% | -5.7% |
| 30D | -8.8% | +0.9% | -9.7% | -8.9% |
| 3M | +6.3% | +19.1% | -12.8% | +2.8% |
| 6M | -32.3% | +33.2% | -65.5% | -35.9% |
| YTD | -32.7% | +29.1% | -61.8% | -36.2% |
| 1Y | -43.7% | +50.2% | -93.9% | -48.2% |
| 3Y | -19.7% | +351.0% | -370.7% | -40.5% |
| 5Y | -11.6% | +394.7% | -406.3% | -37.3% |
| All | +181.2% | +357.1% | -175.8% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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