+15,238.5%
TSCO vs SAP
+2,233.8%
+13,004.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 3M | +20.0% | +14.9% | +5.0% | +15.9% |
| 6M | -29.8% | +11.9% | -41.7% | -32.0% |
| YTD | -28.7% | -9.9% | -18.8% | -27.9% |
| 1Y | -40.9% | -19.5% | -21.4% | -38.9% |
| 3Y | -15.9% | +61.8% | -77.7% | -25.7% |
| 5Y | -3.5% | +56.2% | -59.6% | -15.1% |
| 10Y | +142.2% | +180.6% | -38.4% | +85.6% |
| All | +15,238.5% | +2,233.8% | +13,004.7% | +7,705.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling