-19.7%
TSCO vs NTR
+36.8%
-56.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | -5.7% | -1.3% | -4.4% | -5.5% |
| 30D | -8.8% | +16.8% | -25.5% | -10.4% |
| 3M | +6.3% | +20.7% | -14.4% | +3.6% |
| 6M | -32.3% | +0.5% | -32.8% | -32.4% |
| YTD | -32.7% | +29.2% | -61.9% | -36.3% |
| 1Y | -43.7% | +39.6% | -83.3% | -47.6% |
| 3Y | -19.7% | +37.9% | -57.5% | -26.7% |
| All | -19.7% | +36.8% | -56.4% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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