+41.5%
NU vs TSCO
-23.1%
+64.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -2.0% |
| 7D | -4.9% | -5.7% | +0.8% | -2.3% |
| 30D | +7.8% | -8.8% | +16.6% | +12.4% |
| 3M | +20.9% | +6.3% | +14.6% | +16.5% |
| 6M | +0.9% | -32.3% | +33.2% | +20.5% |
| YTD | -12.7% | -32.7% | +20.0% | +3.5% |
| 1Y | -6.4% | -43.7% | +37.3% | +21.9% |
| 3Y | +98.1% | -19.7% | +117.8% | +90.5% |
| All | +41.5% | -23.1% | +64.6% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling