+1,040.6%
NBIS vs TSCO
-41.3%
+1,081.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.4% | -3.7% | -5.0% |
| 7D | +8.3% | -3.1% | +11.4% | +8.6% |
| 30D | +18.1% | -4.4% | +22.4% | +18.5% |
| 3M | +7.8% | +9.7% | -1.9% | +7.8% |
| 6M | +136.6% | -32.4% | +169.0% | +163.1% |
| YTD | +172.5% | -31.7% | +204.2% | +201.1% |
| 1Y | +144.3% | -41.3% | +185.5% | +180.5% |
| All | +1,040.6% | -41.3% | +1,081.9% | +1,069.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling