-19.7%
TSCO vs NRG
+203.5%
-223.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | -5.7% | -4.7% | -1.0% | -5.4% |
| 30D | -8.8% | -6.0% | -2.8% | -8.5% |
| 3M | +6.3% | -8.0% | +14.3% | +6.3% |
| 6M | -32.3% | -23.2% | -9.1% | -31.6% |
| YTD | -32.7% | -28.1% | -4.6% | -31.8% |
| 1Y | -43.7% | -27.3% | -16.4% | -43.1% |
| 3Y | -19.7% | +208.7% | -228.3% | -36.1% |
| All | -19.7% | +203.5% | -223.2% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling