-1.5%
TSCO vs SN
+440.0%
-441.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.0% |
| 7D | +0.3% | +1.5% | -1.3% | 0.0% |
| 30D | +11.3% | +21.5% | -10.2% | +7.4% |
| 3M | +1.5% | +20.0% | -18.6% | -2.1% |
| 6M | +24.0% | +119.9% | -96.0% | +7.0% |
| YTD | -25.7% | +102.3% | -128.0% | -35.1% |
| 1Y | -33.6% | +148.0% | -181.5% | -43.9% |
| 3Y | -1.5% | +450.0% | -451.5% | -30.9% |
| All | -1.5% | +440.0% | -441.5% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling