-21.5%
NOW vs TSCO
+1.5%
-23.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.3% | -3.1% |
| 7D | -8.7% | +6.8% | -15.6% | -9.7% |
| 30D | -29.3% | +11.3% | -40.6% | -30.6% |
| 3M | -21.8% | +9.1% | -30.9% | -23.0% |
| 6M | +9.2% | +24.2% | -14.9% | +4.8% |
| YTD | -35.0% | -23.5% | -11.4% | -32.9% |
| 1Y | -42.5% | -30.8% | -11.8% | -39.8% |
| 3Y | -21.5% | +0.1% | -21.6% | -22.8% |
| All | -21.5% | +1.5% | -23.0% | -22.8% |
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