-30.5%
TSCO vs NRG
-51.3%
+20.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | 0.0% |
| 7D | +8.8% | -17.0% | +25.8% | +8.4% |
| 30D | +13.4% | -21.9% | +35.2% | +13.1% |
| 3M | +10.3% | -32.9% | +43.3% | +9.7% |
| 6M | +13.7% | -48.4% | +62.1% | +13.2% |
| YTD | -25.4% | -48.7% | +23.3% | -25.3% |
| 1Y | -30.5% | -52.8% | +22.3% | -30.2% |
| All | -30.5% | -51.3% | +20.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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