+136.0%
NVO vs TSCO
+185.7%
-49.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -7.6% | -5.7% | -1.9% | -6.6% |
| 30D | -6.0% | -8.8% | +2.8% | -4.4% |
| 3M | -0.8% | +6.3% | -7.1% | -2.1% |
| 6M | +16.5% | -32.3% | +48.7% | +24.8% |
| YTD | -11.1% | -32.7% | +21.6% | -5.0% |
| 1Y | -16.7% | -43.7% | +27.0% | -7.8% |
| 3Y | -52.9% | -19.7% | -33.3% | -52.2% |
| 5Y | -3.0% | -11.6% | +8.6% | -4.7% |
| All | +136.0% | +185.7% | -49.7% | +78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling