+11.8%
NOW vs TSCO
-14.6%
+26.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.8% | -5.2% |
| 7D | -6.1% | +1.7% | -7.8% | -6.5% |
| 30D | +7.5% | +2.8% | +4.7% | +6.8% |
| 3M | +17.5% | +17.9% | -0.4% | +13.3% |
| 6M | +7.9% | -28.6% | +36.5% | +12.3% |
| YTD | -12.4% | -28.0% | +15.7% | -8.7% |
| 1Y | -28.6% | -39.9% | +11.3% | -23.6% |
| 3Y | +11.8% | -14.0% | +25.8% | +18.6% |
| All | +11.8% | -14.6% | +26.4% | +18.6% |
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 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