-19.7%
TSCO vs NWSA
+43.3%
-62.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.7% | -2.8% | -2.9% | -4.9% |
| 30D | -8.8% | +3.0% | -11.8% | -9.6% |
| 3M | +6.3% | +12.3% | -6.0% | +2.7% |
| 6M | -32.3% | +21.9% | -54.1% | -36.3% |
| YTD | -32.7% | +13.6% | -46.3% | -35.4% |
| 1Y | -43.7% | +0.5% | -44.2% | -43.5% |
| 3Y | -19.7% | +43.8% | -63.4% | -31.6% |
| All | -19.7% | +43.3% | -62.9% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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