+181.2%
TSCO vs SNY
+64.5%
+116.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.7% | -3.3% | -2.3% | -4.9% |
| 30D | -8.8% | -2.2% | -6.6% | -8.3% |
| 3M | +6.3% | -3.0% | +9.4% | +7.0% |
| 6M | -32.3% | +2.7% | -35.0% | -32.8% |
| YTD | -32.7% | -6.8% | -25.9% | -31.7% |
| 1Y | -43.7% | -5.3% | -38.4% | -43.2% |
| 3Y | -19.7% | -9.8% | -9.9% | -19.4% |
| 5Y | -11.6% | +9.7% | -21.3% | -17.8% |
| All | +181.2% | +64.5% | +116.7% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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