+4,767.7%
TSCO vs SNY
+241.9%
+4,525.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -5.7% | -3.3% | -2.3% | -4.6% |
| 30D | -8.8% | -2.2% | -6.6% | -8.1% |
| 3M | +6.3% | -3.0% | +9.4% | +7.2% |
| 6M | -32.3% | +2.7% | -35.0% | -33.0% |
| YTD | -32.7% | -6.8% | -25.9% | -31.4% |
| 1Y | -43.7% | -5.3% | -38.4% | -43.1% |
| 3Y | -19.7% | -9.8% | -9.9% | -19.7% |
| 5Y | -11.6% | +9.7% | -21.3% | -19.3% |
| 10Y | +184.1% | +64.5% | +119.6% | +116.2% |
| All | +4,767.7% | +241.9% | +4,525.8% | +2,312.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling