+514.0%
NOW vs TSCO
+198.9%
+315.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | -27.0% | +11.3% | -38.3% | -30.6% |
| 3M | -19.6% | +1.5% | -21.1% | -20.9% |
| 6M | +17.5% | +24.0% | -6.5% | +7.0% |
| YTD | -33.3% | -25.7% | -7.6% | -26.9% |
| 1Y | -39.8% | -33.6% | -6.3% | -31.3% |
| 3Y | -19.9% | -1.5% | -18.4% | -25.6% |
| 5Y | -26.1% | -9.6% | -16.5% | -29.6% |
| All | +514.0% | +198.9% | +315.1% | +295.6% |
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