-19.7%
TSCO vs NVTS
+38.1%
-57.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -1.5% |
| 7D | -5.7% | -1.4% | -4.2% | -5.7% |
| 30D | -8.8% | -16.5% | +7.7% | -8.7% |
| 3M | +6.3% | -47.6% | +54.0% | +6.7% |
| 6M | -32.3% | +7.3% | -39.6% | -33.0% |
| YTD | -32.7% | +62.9% | -95.6% | -34.0% |
| 1Y | -43.7% | +91.3% | -135.0% | -45.0% |
| 3Y | -19.7% | +43.4% | -63.1% | -17.2% |
| All | -19.7% | +38.1% | -57.8% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling