+209.8%
TSCO vs NVT
+731.8%
-522.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.2% | -2.5% |
| 7D | -5.7% | +4.1% | -9.7% | -6.5% |
| 30D | -8.8% | -5.1% | -3.6% | -8.0% |
| 3M | +6.3% | -1.2% | +7.5% | +5.6% |
| 6M | -32.3% | +46.6% | -78.8% | -39.7% |
| YTD | -32.7% | +60.0% | -92.7% | -41.7% |
| 1Y | -43.7% | +70.8% | -114.5% | -52.4% |
| 3Y | -19.7% | +187.5% | -207.2% | -43.8% |
| 5Y | -11.6% | +426.1% | -437.8% | -49.2% |
| All | +209.8% | +731.8% | -522.0% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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