+46,929.1%
TSCO vs NTRS
+3,517.4%
+43,411.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.9% |
| 7D | -5.7% | +1.4% | -7.0% | -6.1% |
| 30D | -8.8% | -0.7% | -8.1% | -8.6% |
| 3M | +6.3% | +11.3% | -5.0% | +2.3% |
| 6M | -32.3% | +35.5% | -67.8% | -39.4% |
| YTD | -32.7% | +40.6% | -73.3% | -40.8% |
| 1Y | -43.7% | +49.2% | -92.9% | -51.5% |
| 3Y | -19.7% | +167.2% | -186.9% | -44.3% |
| 5Y | -11.6% | +94.9% | -106.6% | -33.5% |
| 10Y | +184.1% | +259.5% | -75.4% | +62.6% |
| All | +46,929.1% | +3,517.4% | +43,411.8% | +5,585.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling