+184.3%
TSCO vs SNAP
-77.4%
+261.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | +1.7% | +1.5% | +0.2% | +1.5% |
| 30D | +2.8% | +1.9% | +0.9% | +2.5% |
| 3M | +17.9% | -3.9% | +21.8% | +17.8% |
| 6M | -28.6% | +5.2% | -33.8% | -29.4% |
| YTD | -28.0% | -32.7% | +4.7% | -26.4% |
| 1Y | -39.9% | -24.8% | -15.1% | -39.2% |
| 3Y | -14.0% | -42.2% | +28.2% | -14.0% |
| 5Y | -2.9% | -92.7% | +89.8% | +6.2% |
| All | +184.3% | -77.4% | +261.6% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling