+181.2%
TSCO vs NTRS
+259.9%
-78.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -5.7% | +1.4% | -7.0% | -6.0% |
| 30D | -8.8% | -0.7% | -8.1% | -8.6% |
| 3M | +6.3% | +11.3% | -5.0% | +2.9% |
| 6M | -32.3% | +35.5% | -67.8% | -38.4% |
| YTD | -32.7% | +40.6% | -73.3% | -39.7% |
| 1Y | -43.7% | +49.2% | -92.9% | -50.6% |
| 3Y | -19.7% | +167.2% | -186.9% | -42.0% |
| 5Y | -11.6% | +94.9% | -106.6% | -31.2% |
| All | +181.2% | +259.9% | -78.7% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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