+248.1%
TSCO vs SFM
+117.5%
+130.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +2.0% |
| 7D | +1.7% | -5.8% | +7.5% | +2.6% |
| 30D | +2.8% | -11.4% | +14.2% | +4.8% |
| 3M | +17.9% | -12.2% | +30.1% | +20.0% |
| 6M | -28.6% | -5.2% | -23.4% | -28.6% |
| YTD | -28.0% | -4.5% | -23.6% | -28.4% |
| 1Y | -39.9% | -45.4% | +5.5% | -34.4% |
| 3Y | -14.0% | +91.1% | -105.1% | -27.6% |
| 5Y | -2.9% | +226.8% | -229.7% | -27.4% |
| 10Y | +199.5% | +291.9% | -92.4% | +108.7% |
| All | +248.1% | +117.5% | +130.6% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling