+46,929.1%
TSCO vs NYT
+660.2%
+46,269.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.8% |
| 3M | +6.3% | -9.6% | +15.9% | +8.4% |
| 6M | -32.3% | -14.0% | -18.3% | -30.3% |
| YTD | -32.7% | -2.8% | -29.9% | -33.1% |
| 1Y | -43.7% | +15.6% | -59.3% | -46.5% |
| 3Y | -19.7% | +56.3% | -76.0% | -30.1% |
| 5Y | -11.6% | +39.5% | -51.1% | -22.6% |
| 10Y | +184.1% | +488.0% | -303.9% | +66.1% |
| All | +46,929.1% | +660.2% | +46,269.0% | +27,386.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling