-40.9%
TSCO vs NVTS
+109.2%
-150.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.3% | -5.2% | +1.2% |
| 7D | +0.8% | +2.7% | -1.9% | +0.8% |
| 30D | +5.5% | -4.5% | +9.9% | +5.4% |
| 3M | +20.0% | -61.5% | +81.5% | +18.6% |
| 6M | -29.8% | +28.0% | -57.8% | -31.6% |
| YTD | -28.7% | +65.3% | -93.9% | -31.6% |
| 1Y | -40.9% | +113.0% | -153.9% | -47.7% |
| All | -40.9% | +109.2% | -150.1% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling