-29.4%
TSCO vs SBAC
+2.4%
-31.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.6% | +3.2% |
| 7D | +15.7% | +5.8% | +9.9% | +14.6% |
| 30D | +16.4% | +20.8% | -4.4% | +12.7% |
| 3M | +11.2% | +4.8% | +6.5% | +9.9% |
| 6M | +14.9% | -9.1% | +24.1% | +15.9% |
| YTD | -25.4% | +3.1% | -28.5% | -23.2% |
| 1Y | -29.4% | +2.2% | -31.6% | -26.8% |
| All | -29.4% | +2.4% | -31.8% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling