+245.1%
TSCO vs NWSA
+121.1%
+124.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.7% | -2.8% | -2.9% | -4.8% |
| 30D | -8.8% | +3.0% | -11.8% | -9.6% |
| 3M | +6.3% | +12.3% | -6.0% | +2.3% |
| 6M | -32.3% | +21.9% | -54.1% | -36.6% |
| YTD | -32.7% | +13.6% | -46.3% | -35.9% |
| 1Y | -43.7% | +0.5% | -44.2% | -44.3% |
| 3Y | -19.7% | +43.8% | -63.4% | -29.7% |
| 5Y | -11.6% | +41.2% | -52.8% | -24.1% |
| 10Y | +184.1% | +148.6% | +35.5% | +90.6% |
| All | +245.1% | +121.1% | +124.1% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling