+223.9%
NXPI vs TSCO
+185.7%
+38.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +5.1% |
| 7D | +3.9% | -5.7% | +9.5% | +6.3% |
| 30D | +1.4% | -8.8% | +10.1% | +5.0% |
| 3M | -21.5% | +6.3% | -27.9% | -24.1% |
| 6M | +19.4% | -32.3% | +51.7% | +38.8% |
| YTD | +9.9% | -32.7% | +42.6% | +27.6% |
| 1Y | +7.9% | -43.7% | +51.6% | +35.7% |
| 3Y | +22.7% | -19.7% | +42.3% | +27.8% |
| 5Y | +22.1% | -11.6% | +33.7% | +19.7% |
| All | +223.9% | +185.7% | +38.2% | +100.1% |
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 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