-29.4%
TSCO vs SNAP
-22.3%
-7.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.9% | -1.7% | +3.7% |
| 7D | +15.7% | -0.7% | +16.4% | +15.7% |
| 30D | +16.4% | +5.5% | +10.9% | +15.7% |
| 3M | +11.2% | +2.2% | +9.0% | +10.6% |
| 6M | +14.9% | -4.1% | +19.0% | +13.8% |
| YTD | -25.4% | -26.6% | +1.2% | -24.4% |
| 1Y | -29.4% | -20.7% | -8.6% | -28.9% |
| All | -29.4% | -22.3% | -7.1% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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