+63,447.4%
NFLX vs TSCO
+5,806.2%
+57,641.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | +0.3% |
| 7D | -8.1% | -2.5% | -5.6% | -7.4% |
| 30D | -0.3% | -1.1% | +0.8% | -0.1% |
| 3M | -6.6% | +14.3% | -20.9% | -11.0% |
| 6M | -22.7% | -31.9% | +9.2% | -12.9% |
| YTD | -18.9% | -30.7% | +11.8% | -9.7% |
| 1Y | -39.8% | -41.1% | +1.3% | -29.4% |
| 3Y | +71.7% | -17.1% | +88.8% | +73.6% |
| 5Y | +27.2% | -7.5% | +34.8% | +23.0% |
| 10Y | +687.9% | +192.6% | +495.3% | +390.7% |
| All | +63,447.4% | +5,806.2% | +57,641.1% | +13,687.8% |
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