+33.2%
NEE vs TSCO
-19.8%
+53.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.1% |
| 7D | -1.3% | -5.7% | +4.3% | -0.3% |
| 30D | -3.3% | -8.8% | +5.4% | -1.7% |
| 3M | -2.3% | +6.3% | -8.6% | -3.6% |
| 6M | -8.9% | -32.3% | +23.4% | -1.1% |
| YTD | +4.8% | -32.7% | +37.5% | +13.5% |
| 1Y | +18.7% | -43.7% | +62.4% | +34.4% |
| 3Y | +33.2% | -19.7% | +52.9% | +16.5% |
| All | +33.2% | -19.8% | +53.1% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling