+112.5%
NET vs TSCO
-3.4%
+115.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.6% |
| 7D | -7.0% | +0.8% | -7.8% | -7.4% |
| 30D | -4.8% | +5.5% | -10.2% | -8.0% |
| 3M | +3.8% | +20.0% | -16.1% | -7.7% |
| 6M | +50.0% | -29.8% | +79.8% | +82.6% |
| YTD | +41.5% | -28.7% | +70.1% | +67.7% |
| 1Y | +32.8% | -40.9% | +73.7% | +79.6% |
| 3Y | +335.9% | -15.9% | +351.8% | +292.3% |
| All | +112.5% | -3.4% | +115.9% | +55.3% |
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 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