-29.4%
TSCO vs SN
+156.5%
-185.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.2% |
| 7D | +15.7% | +10.6% | +5.1% | +12.9% |
| 30D | +16.4% | +20.0% | -3.6% | +11.5% |
| 3M | +11.2% | +30.4% | -19.1% | +4.0% |
| 6M | +14.9% | +91.0% | -76.1% | -2.1% |
| YTD | -25.4% | +95.9% | -121.4% | -37.3% |
| 1Y | -29.4% | +158.9% | -188.3% | -42.8% |
| All | -29.4% | +156.5% | -185.8% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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