+15,035.8%
TSCO vs NVMI
+1,965.6%
+13,070.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | -8.8% | -8.4% | -0.4% | -8.2% |
| 3M | +6.3% | -33.6% | +39.9% | +9.4% |
| 6M | -32.3% | -14.7% | -17.6% | -32.1% |
| YTD | -32.7% | +13.2% | -45.9% | -34.2% |
| 1Y | -43.7% | +29.0% | -72.7% | -45.7% |
| 3Y | -19.7% | +215.0% | -234.6% | -29.5% |
| 5Y | -11.6% | +268.6% | -280.2% | -24.1% |
| 10Y | +184.1% | +3,124.7% | -2,940.6% | +105.6% |
| All | +15,035.8% | +1,965.6% | +13,070.2% | +9,795.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling