-19.7%
TSCO vs NVD
-99.1%
+79.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -5.7% | +10.8% | -16.5% | -5.4% |
| 30D | -8.8% | +0.8% | -9.5% | -8.7% |
| 3M | +6.3% | -20.8% | +27.2% | +5.9% |
| 6M | -32.3% | -41.2% | +8.9% | -32.9% |
| YTD | -32.7% | -44.2% | +11.5% | -33.4% |
| 1Y | -43.7% | -54.2% | +10.5% | -44.5% |
| 3Y | -19.7% | -99.1% | +79.5% | -34.2% |
| All | -19.7% | -99.1% | +79.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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