-10.3%
TSCO vs SAN
+379.7%
-390.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -3.1% | -2.8% | -0.3% | -2.7% |
| 30D | -4.4% | -0.5% | -3.8% | -4.3% |
| 3M | +9.7% | +22.7% | -13.0% | +6.1% |
| 6M | -32.4% | +28.8% | -61.2% | -35.2% |
| YTD | -31.7% | +26.3% | -57.9% | -34.5% |
| 1Y | -41.3% | +48.8% | -90.1% | -45.2% |
| 3Y | -18.3% | +347.2% | -365.5% | -36.3% |
| 5Y | -10.3% | +383.8% | -394.0% | -34.7% |
| All | -10.3% | +379.7% | -390.0% | -34.7% |
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