-17.3%
TSCO vs SNAP
-44.0%
+26.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.4% | -3.5% |
| 7D | -2.5% | -5.0% | +2.5% | -2.0% |
| 30D | -1.1% | -0.7% | -0.4% | -1.2% |
| 3M | +14.3% | -5.0% | +19.3% | +14.2% |
| 6M | -31.9% | +3.5% | -35.4% | -32.6% |
| YTD | -30.7% | -34.2% | +3.5% | -28.7% |
| 1Y | -41.1% | -27.1% | -14.0% | -40.2% |
| All | -17.3% | -44.0% | +26.7% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling