-10.4%
TSCO vs NVMI
+261.9%
-272.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | -8.8% | -8.4% | -0.4% | -8.0% |
| 3M | +6.3% | -33.6% | +39.9% | +10.4% |
| 6M | -32.3% | -14.7% | -17.6% | -32.3% |
| YTD | -32.7% | +13.2% | -45.9% | -35.6% |
| 1Y | -43.7% | +29.0% | -72.7% | -47.4% |
| 3Y | -19.7% | +215.0% | -234.6% | -39.7% |
| All | -10.4% | +261.9% | -272.3% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 5y: compounded portfolio wealth divided by compounded NVMI 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…
5y analysis · Full analysis span regression · 6 months rolling