-42.4%
TSCO vs SARO
-22.5%
-19.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -1.8% |
| 7D | -5.7% | -3.1% | -2.6% | -5.1% |
| 30D | -8.8% | -12.2% | +3.5% | -6.7% |
| 3M | +6.3% | -7.4% | +13.7% | +7.4% |
| 6M | -32.3% | -15.3% | -17.0% | -30.8% |
| YTD | -32.7% | -16.2% | -16.5% | -31.2% |
| 1Y | -43.7% | -12.1% | -31.6% | -42.9% |
| All | -42.4% | -22.5% | -19.9% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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