+181.2%
TSCO vs SNPS
+585.4%
-404.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.7% | +0.9% | -6.6% | -5.9% |
| 30D | -8.8% | -3.6% | -5.1% | -8.4% |
| 3M | +6.3% | -12.9% | +19.2% | +9.1% |
| 6M | -32.3% | -8.2% | -24.0% | -32.2% |
| YTD | -32.7% | -15.4% | -17.3% | -31.5% |
| 1Y | -43.7% | -9.3% | -34.4% | -44.3% |
| 3Y | -19.7% | -14.0% | -5.7% | -26.1% |
| 5Y | -11.6% | +19.5% | -31.1% | -30.4% |
| All | +181.2% | +585.4% | -404.1% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 10y: compounded portfolio wealth divided by compounded SNPS 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…
10y analysis · Full analysis span regression · 6 months rolling