+34.4%
NVDA vs TSCO
-40.6%
+75.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.9% |
| 7D | +5.9% | +0.8% | +5.1% | +5.9% |
| 30D | +5.1% | +5.5% | -0.4% | +5.4% |
| 3M | +5.4% | +20.0% | -14.6% | +6.5% |
| 6M | +26.0% | -29.8% | +55.8% | +22.9% |
| YTD | +23.7% | -28.7% | +52.3% | +22.0% |
| 1Y | +34.4% | -40.9% | +75.3% | +27.1% |
| All | +34.4% | -40.6% | +75.0% | +27.1% |
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