+11.3%
NEE vs TSCO
-11.8%
+23.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.2% |
| 7D | -1.3% | -5.7% | +4.3% | 0.0% |
| 30D | -3.3% | -8.8% | +5.4% | -1.2% |
| 3M | -2.3% | +6.3% | -8.6% | -4.0% |
| 6M | -8.9% | -32.3% | +23.4% | +0.3% |
| YTD | +4.8% | -32.7% | +37.5% | +15.1% |
| 1Y | +18.7% | -43.7% | +62.4% | +37.1% |
| 3Y | +33.2% | -19.7% | +52.9% | +34.6% |
| All | +11.3% | -11.8% | +23.2% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling