-18.4%
TSCO vs SNPS
-13.6%
-4.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | -3.1% | -4.6% | +1.5% | -2.7% |
| 30D | -4.4% | -3.3% | -1.0% | -4.2% |
| 3M | +9.7% | -13.8% | +23.4% | +11.0% |
| 6M | -32.4% | -8.2% | -24.2% | -32.6% |
| YTD | -31.7% | -15.4% | -16.2% | -31.2% |
| 1Y | -41.3% | +2.4% | -43.7% | -42.8% |
| All | -18.4% | -13.6% | -4.8% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling