+194.3%
NOK vs TSCO
-19.8%
+214.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +4.9% |
| 7D | +11.0% | -5.7% | +16.6% | +11.6% |
| 30D | +7.8% | -8.8% | +16.6% | +8.8% |
| 3M | -21.0% | +6.3% | -27.3% | -21.5% |
| 6M | +40.9% | -32.3% | +73.2% | +53.2% |
| YTD | +72.0% | -32.7% | +104.7% | +87.6% |
| 1Y | +140.9% | -43.7% | +184.6% | +171.6% |
| 3Y | +194.3% | -19.7% | +213.9% | +187.7% |
| All | +194.3% | -19.8% | +214.1% | +187.7% |
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 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