+1,945.9%
NOW vs TSCO
+439.2%
+1,506.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.7% | +0.1% | -1.7% | -1.7% |
| 30D | -27.4% | +8.7% | -36.1% | -30.7% |
| 3M | -19.4% | +1.2% | -20.7% | -20.8% |
| 6M | +13.1% | +21.6% | -8.5% | +3.0% |
| YTD | -34.3% | -25.3% | -9.0% | -27.7% |
| 1Y | -41.8% | -33.0% | -8.8% | -33.1% |
| 3Y | -20.7% | -2.3% | -18.5% | -26.0% |
| 5Y | -27.2% | -9.2% | -18.0% | -30.6% |
| 10Y | +509.1% | +202.2% | +306.9% | +229.5% |
| All | +1,945.9% | +439.2% | +1,506.7% | +941.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling