+384.6%
NEM vs TSCO
+48,339.6%
-47,955.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +4.9% | +1.4% |
| 7D | +3.1% | -2.5% | +5.5% | +3.1% |
| 30D | +10.0% | -1.1% | +11.1% | +10.0% |
| 3M | +30.9% | +14.3% | +16.6% | +30.3% |
| 6M | +10.5% | -31.9% | +42.4% | +11.8% |
| YTD | +29.7% | -30.7% | +60.4% | +31.2% |
| 1Y | +71.1% | -41.1% | +112.2% | +73.9% |
| 3Y | +252.1% | -17.1% | +269.2% | +253.8% |
| 5Y | +157.7% | -7.5% | +165.3% | +157.6% |
| 10Y | +319.4% | +192.6% | +126.8% | +305.6% |
| All | +384.6% | +48,339.6% | -47,955.0% | +360.2% |
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