+681.4%
NFLX vs TSCO
+185.7%
+495.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.4% | +2.3% |
| 7D | -1.1% | -5.7% | +4.6% | +0.7% |
| 30D | +4.3% | -8.8% | +13.1% | +7.3% |
| 3M | -4.8% | +6.3% | -11.1% | -6.9% |
| 6M | -18.4% | -32.3% | +13.8% | -8.5% |
| YTD | -17.4% | -32.7% | +15.2% | -7.6% |
| 1Y | -35.7% | -43.7% | +8.0% | -23.8% |
| 3Y | +73.8% | -19.7% | +93.5% | +74.7% |
| 5Y | +29.3% | -11.6% | +40.9% | +24.2% |
| All | +681.4% | +185.7% | +495.7% | +443.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling