+1,381.0%
NET vs TSCO
+105.5%
+1,275.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -4.7% |
| 7D | -16.4% | +15.7% | -32.1% | -22.9% |
| 30D | -25.8% | +16.4% | -42.3% | -32.2% |
| 3M | -11.5% | +11.2% | -22.7% | -17.7% |
| 6M | +18.9% | +14.9% | +4.0% | +8.0% |
| YTD | +35.2% | -25.4% | +60.6% | +52.7% |
| 1Y | +14.5% | -29.4% | +43.8% | +33.5% |
| 3Y | +313.8% | -2.8% | +316.6% | +257.5% |
| 5Y | +32.6% | -8.0% | +40.6% | +20.3% |
| All | +1,381.0% | +105.5% | +1,275.5% | +696.7% |
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