+780.0%
NOW vs TSCO
+190.2%
+589.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.6% |
| 7D | -9.9% | -3.1% | -6.8% | -8.8% |
| 30D | +2.8% | -4.4% | +7.2% | +4.5% |
| 3M | +23.7% | +9.7% | +14.0% | +19.0% |
| 6M | +12.5% | -32.4% | +44.9% | +29.4% |
| YTD | -14.4% | -31.7% | +17.3% | -2.3% |
| 1Y | -29.0% | -41.3% | +12.3% | -14.3% |
| 3Y | +9.3% | -18.3% | +27.6% | +10.8% |
| 5Y | +1.2% | -10.3% | +11.5% | -2.2% |
| All | +780.0% | +190.2% | +589.8% | +516.0% |
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