-31.9%
TSCO vs NSC
+8.8%
-40.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.2% | -3.2% |
| 7D | -2.5% | -2.0% | -0.4% | -1.9% |
| 30D | -1.1% | -3.2% | +2.1% | -0.2% |
| 3M | +14.3% | +3.9% | +10.3% | +13.2% |
| 6M | -31.9% | +7.8% | -39.7% | -33.7% |
| All | -31.9% | +8.8% | -40.7% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 6mo: compounded portfolio wealth divided by compounded NSC 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…
6mo analysis · Full analysis span regression · 6 months rolling