+155.1%
NEM vs TSCO
-11.8%
+167.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.8% |
| 7D | -1.0% | -5.7% | +4.7% | -0.1% |
| 30D | +7.8% | -8.8% | +16.6% | +9.3% |
| 3M | +30.2% | +6.3% | +23.9% | +28.7% |
| 6M | +9.6% | -32.3% | +41.9% | +17.6% |
| YTD | +27.8% | -32.7% | +60.5% | +37.3% |
| 1Y | +60.7% | -43.7% | +104.4% | +78.0% |
| 3Y | +245.3% | -19.7% | +265.0% | +260.6% |
| All | +155.1% | -11.8% | +167.0% | +167.5% |
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 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