-19.7%
TSCO vs NOC
+28.9%
-48.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.7% | +0.8% | -6.4% | -5.8% |
| 30D | -8.8% | -9.7% | +0.9% | -7.0% |
| 3M | +6.3% | -5.6% | +12.0% | +7.4% |
| 6M | -32.3% | -28.6% | -3.7% | -28.2% |
| YTD | -32.7% | -7.9% | -24.8% | -31.5% |
| 1Y | -43.7% | -9.5% | -34.2% | -42.5% |
| 3Y | -19.7% | +28.4% | -48.0% | -20.7% |
| All | -19.7% | +28.9% | -48.5% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 3y: compounded portfolio wealth divided by compounded NOC 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…
3y analysis · Full analysis span regression · 6 months rolling