-19.2%
TSCO vs SN
+476.8%
-496.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.3% | -3.2% |
| 7D | -2.5% | -3.4% | +0.9% | -2.0% |
| 30D | -1.1% | -9.1% | +7.9% | +0.2% |
| 3M | +14.3% | +31.8% | -17.5% | +9.6% |
| 6M | -31.9% | +52.0% | -83.9% | -36.1% |
| YTD | -30.7% | +51.3% | -82.0% | -35.1% |
| 1Y | -41.1% | +46.9% | -87.9% | -44.8% |
| 3Y | -17.1% | +394.9% | -412.1% | -29.7% |
| All | -19.2% | +476.8% | -496.0% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling