+3.4%
NU vs TSCO
-40.6%
+44.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | +7.5% | +0.8% | +6.7% | +7.4% |
| 30D | +6.1% | +5.5% | +0.7% | +5.2% |
| 3M | +26.8% | +20.0% | +6.9% | +22.4% |
| 6M | +2.5% | -29.8% | +32.3% | +7.2% |
| YTD | -8.2% | -28.7% | +20.5% | -5.1% |
| 1Y | +3.4% | -40.9% | +44.3% | +11.7% |
| All | +3.4% | -40.6% | +44.0% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling