+181.2%
TSCO vs NRG
+1,083.9%
-902.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | -5.7% | -4.7% | -1.0% | -5.0% |
| 30D | -8.8% | -6.0% | -2.8% | -8.1% |
| 3M | +6.3% | -8.0% | +14.3% | +6.7% |
| 6M | -32.3% | -23.2% | -9.1% | -30.5% |
| YTD | -32.7% | -28.1% | -4.6% | -30.5% |
| 1Y | -43.7% | -27.3% | -16.4% | -42.2% |
| 3Y | -19.7% | +208.7% | -228.3% | -39.3% |
| 5Y | -11.6% | +197.7% | -209.3% | -33.8% |
| All | +181.2% | +1,083.9% | -902.7% | +84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling