+151.8%
NBIS vs TSCO
-42.3%
+194.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.7% |
| 7D | -0.8% | -5.7% | +4.8% | -1.4% |
| 30D | -13.4% | -8.8% | -4.6% | -14.1% |
| 3M | +1.0% | +6.3% | -5.3% | +4.1% |
| 6M | +100.5% | -32.3% | +132.8% | +117.5% |
| YTD | +168.3% | -32.7% | +201.0% | +191.9% |
| 1Y | +151.8% | -43.7% | +195.4% | +200.3% |
| All | +151.8% | -42.3% | +194.0% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling