-9.0%
TSCO vs SAP
+55.1%
-64.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.5% | -3.4% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -1.1% | +0.3% | -1.4% | -1.3% |
| 3M | +14.3% | +16.9% | -2.6% | +9.0% |
| 6M | -31.9% | +6.3% | -38.2% | -33.5% |
| YTD | -30.7% | -12.4% | -18.3% | -28.9% |
| 1Y | -41.1% | -21.6% | -19.4% | -37.8% |
| 3Y | -17.1% | +54.8% | -71.9% | -29.5% |
| All | -9.0% | +55.1% | -64.1% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling