-10.4%
TSCO vs NI
+96.9%
-107.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.7% | 0.0% | -5.7% | -5.7% |
| 30D | -8.8% | -1.4% | -7.4% | -8.4% |
| 3M | +6.3% | -10.6% | +16.9% | +9.8% |
| 6M | -32.3% | -9.3% | -22.9% | -30.4% |
| YTD | -32.7% | +1.1% | -33.8% | -33.3% |
| 1Y | -43.7% | +3.4% | -47.1% | -44.7% |
| 3Y | -19.7% | +67.9% | -87.5% | -34.2% |
| All | -10.4% | +96.9% | -107.3% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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