+196.8%
TSCO vs SAP
+237.3%
-40.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | +11.3% | +6.5% | +4.8% | +9.2% |
| 3M | +1.5% | +12.2% | -10.8% | -2.1% |
| 6M | +24.0% | +46.1% | -22.1% | +9.7% |
| YTD | -25.7% | -1.6% | -24.1% | -26.3% |
| 1Y | -33.6% | -5.1% | -28.4% | -33.4% |
| 3Y | -1.5% | +68.4% | -69.9% | -19.5% |
| 5Y | -9.6% | +79.4% | -89.0% | -29.8% |
| All | +196.8% | +237.3% | -40.5% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling