-7.8%
TSCO vs NVTS
-17.0%
+9.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.3% | -3.6% |
| 7D | -2.5% | +3.5% | -5.9% | -2.5% |
| 30D | -1.1% | -11.9% | +10.8% | -0.9% |
| 3M | +14.3% | -49.2% | +63.5% | +15.7% |
| 6M | -31.9% | +38.4% | -70.3% | -33.7% |
| YTD | -30.7% | +62.5% | -93.1% | -33.2% |
| 1Y | -41.1% | +101.4% | -142.5% | -43.9% |
| 3Y | -17.1% | +40.4% | -57.6% | -20.9% |
| All | -7.8% | -17.0% | +9.2% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling