+5,700.7%
NEE vs TSCO
+48,339.6%
-42,638.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.2% | -1.2% |
| 7D | -0.5% | -2.5% | +1.9% | -0.4% |
| 30D | -1.7% | -1.1% | -0.6% | -1.6% |
| 3M | -1.8% | +14.3% | -16.1% | -2.5% |
| 6M | -8.8% | -31.9% | +23.1% | -7.3% |
| YTD | +5.2% | -30.7% | +35.9% | +6.8% |
| 1Y | +21.3% | -41.1% | +62.4% | +24.1% |
| 3Y | +35.2% | -17.1% | +52.3% | +35.9% |
| 5Y | +10.1% | -7.5% | +17.7% | +10.1% |
| 10Y | +253.2% | +192.6% | +60.6% | +237.8% |
| All | +5,700.7% | +48,339.6% | -42,638.8% | +5,311.3% |
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 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