+50,177.4%
TSCO vs SAN
+1,860.0%
+48,317.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | +1.7% | +3.3% | -1.7% | +0.9% |
| 30D | +2.8% | +1.1% | +1.7% | +2.5% |
| 3M | +17.9% | +22.2% | -4.3% | +12.1% |
| 6M | -28.6% | +36.0% | -64.6% | -34.0% |
| YTD | -28.0% | +28.2% | -56.3% | -32.9% |
| 1Y | -39.9% | +54.1% | -94.0% | -46.4% |
| 3Y | -14.0% | +354.2% | -368.2% | -41.8% |
| 5Y | -2.9% | +387.3% | -390.2% | -37.5% |
| 10Y | +199.5% | +334.8% | -135.3% | +85.7% |
| All | +50,177.4% | +1,860.0% | +48,317.5% | +25,130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling