+181.2%
TSCO vs SFM
+271.4%
-90.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -5.7% | -10.6% | +5.0% | -3.9% |
| 30D | -8.8% | -15.5% | +6.7% | -6.2% |
| 3M | +6.3% | -17.4% | +23.8% | +9.5% |
| 6M | -32.3% | -3.4% | -28.8% | -32.5% |
| YTD | -32.7% | -8.7% | -24.0% | -32.5% |
| 1Y | -43.7% | -47.2% | +3.5% | -38.0% |
| 3Y | -19.7% | +82.7% | -102.4% | -32.7% |
| 5Y | -11.6% | +214.3% | -225.9% | -34.9% |
| All | +181.2% | +271.4% | -90.2% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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