+185.6%
TSCO vs SAP
+175.6%
+10.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | -3.1% | -5.1% | +2.0% | -1.6% |
| 30D | -4.4% | -1.8% | -2.6% | -4.0% |
| 3M | +9.7% | +20.9% | -11.2% | +3.1% |
| 6M | -32.4% | +7.0% | -39.4% | -34.4% |
| YTD | -31.7% | -13.7% | -17.9% | -29.6% |
| 1Y | -41.3% | -19.6% | -21.7% | -38.3% |
| 3Y | -18.3% | +52.4% | -70.7% | -31.1% |
| 5Y | -10.3% | +54.4% | -64.7% | -26.9% |
| All | +185.6% | +175.6% | +10.0% | +101.8% |
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