-59.2%
NKE vs TSCO
-19.8%
-39.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | -4.2% | -5.7% | +1.5% | -2.4% |
| 30D | -8.2% | -8.8% | +0.6% | -5.5% |
| 3M | -19.1% | +6.3% | -25.4% | -20.8% |
| 6M | -32.6% | -32.3% | -0.4% | -24.1% |
| YTD | -40.7% | -32.7% | -8.0% | -33.4% |
| 1Y | -48.9% | -43.7% | -5.2% | -39.1% |
| 3Y | -59.2% | -19.7% | -39.6% | -59.2% |
| All | -59.2% | -19.8% | -39.4% | -59.2% |
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