-40.9%
TSCO vs SAP
-19.8%
-21.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +0.8% | -2.9% | +3.7% | +1.4% |
| 30D | +5.5% | +9.0% | -3.6% | +3.2% |
| 3M | +20.0% | +14.9% | +5.0% | +15.6% |
| 6M | -29.8% | +11.9% | -41.7% | -31.6% |
| YTD | -28.7% | -9.9% | -18.8% | -26.8% |
| 1Y | -40.9% | -19.5% | -21.4% | -38.3% |
| All | -40.9% | -19.8% | -21.1% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling