-10.3%
TSCO vs SFM
+212.1%
-222.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -3.1% | -8.8% | +5.6% | -1.7% |
| 30D | -4.4% | -14.5% | +10.1% | -2.0% |
| 3M | +9.7% | -16.8% | +26.5% | +12.7% |
| 6M | -32.4% | -5.3% | -27.1% | -32.4% |
| YTD | -31.7% | -9.4% | -22.3% | -31.4% |
| 1Y | -41.3% | -46.2% | +4.9% | -35.3% |
| 3Y | -18.3% | +81.3% | -99.6% | -34.1% |
| 5Y | -10.3% | +211.9% | -222.1% | -35.3% |
| All | -10.3% | +212.1% | -222.4% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling