+327.1%
NET vs TSCO
-15.5%
+342.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -7.0% | +0.8% | -7.8% | -7.1% |
| 30D | -4.8% | +5.5% | -10.2% | -6.0% |
| 3M | +3.8% | +20.0% | -16.1% | -0.8% |
| 6M | +50.0% | -29.8% | +79.8% | +62.9% |
| YTD | +41.5% | -28.7% | +70.1% | +52.0% |
| 1Y | +32.8% | -40.9% | +73.7% | +52.4% |
| All | +327.1% | -15.5% | +342.5% | +271.5% |
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