-20.3%
TSCO vs SN
+453.9%
-474.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.8% |
| 7D | -3.1% | -7.2% | +4.1% | -2.1% |
| 30D | -4.4% | -13.4% | +9.0% | -2.4% |
| 3M | +9.7% | +26.8% | -17.1% | +5.8% |
| 6M | -32.4% | +44.6% | -77.0% | -36.2% |
| YTD | -31.7% | +45.3% | -76.9% | -35.6% |
| 1Y | -41.3% | +40.1% | -81.4% | -44.6% |
| 3Y | -18.3% | +375.3% | -393.6% | -30.3% |
| All | -20.3% | +453.9% | -474.2% | -32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling