+322.4%
NET vs TSCO
-2.7%
+325.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -3.1% |
| 7D | -16.4% | +15.7% | -32.1% | -18.1% |
| 30D | -25.8% | +16.4% | -42.3% | -27.6% |
| 3M | -11.5% | +11.2% | -22.7% | -13.3% |
| 6M | +18.9% | +14.9% | +4.0% | +15.9% |
| YTD | +35.2% | -25.4% | +60.6% | +42.3% |
| 1Y | +14.5% | -29.4% | +43.8% | +22.4% |
| All | +322.4% | -2.7% | +325.1% | +233.9% |
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