-19.7%
TSCO vs NYT
+56.2%
-75.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -5.7% | -0.6% | -5.1% | -5.5% |
| 30D | -8.8% | +4.6% | -13.3% | -9.5% |
| 3M | +6.3% | -9.6% | +15.9% | +7.9% |
| 6M | -32.3% | -14.0% | -18.3% | -30.8% |
| YTD | -32.7% | -2.8% | -29.9% | -33.7% |
| 1Y | -43.7% | +15.6% | -59.3% | -47.4% |
| 3Y | -19.7% | +56.3% | -76.0% | -35.2% |
| All | -19.7% | +56.2% | -75.9% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling