-30.5%
TSCO vs NYT
+11.3%
-41.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | +8.8% | -5.5% | +14.3% | +8.9% |
| 30D | +13.4% | +2.7% | +10.7% | +13.4% |
| 3M | +10.3% | +0.5% | +9.8% | +10.3% |
| 6M | +13.7% | -14.6% | +28.3% | +13.6% |
| YTD | -25.4% | -4.4% | -21.0% | -26.0% |
| 1Y | -30.5% | +15.2% | -45.7% | -35.8% |
| All | -30.5% | +11.3% | -41.8% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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