-10.3%
TSCO vs SAN
+294.0%
-304.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +0.3% | +4.0% | -3.7% | -0.4% |
| 30D | +11.3% | -7.8% | +19.2% | +12.6% |
| 3M | +1.5% | -16.4% | +17.8% | +4.2% |
| 6M | +24.0% | +3.5% | +20.4% | +22.6% |
| YTD | -25.7% | +6.7% | -32.4% | -27.2% |
| 1Y | -33.6% | +14.5% | -48.0% | -35.7% |
| 3Y | -1.5% | +243.5% | -245.0% | -21.2% |
| All | -10.3% | +294.0% | -304.3% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling