+214.6%
TSCO vs NVT
+694.8%
-480.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.9% |
| 7D | -3.1% | +2.0% | -5.1% | -3.5% |
| 30D | -4.4% | -7.2% | +2.8% | -3.0% |
| 3M | +9.7% | -0.9% | +10.6% | +8.9% |
| 6M | -32.4% | +42.6% | -75.0% | -39.4% |
| YTD | -31.7% | +52.9% | -84.5% | -40.2% |
| 1Y | -41.3% | +64.5% | -105.7% | -49.9% |
| 3Y | -18.3% | +178.0% | -196.3% | -42.5% |
| 5Y | -10.3% | +402.8% | -413.0% | -47.9% |
| All | +214.6% | +694.8% | -480.3% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling