+16.2%
ANET vs TSCO
-28.6%
+44.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.2% | +0.8% | +5.7% |
| 7D | -4.4% | +15.7% | -20.1% | -2.1% |
| 30D | -13.7% | +16.4% | -30.2% | -11.6% |
| 3M | -6.3% | +11.2% | -17.5% | -4.3% |
| 6M | +3.4% | +14.9% | -11.5% | +6.2% |
| YTD | +36.2% | -25.4% | +61.6% | +34.0% |
| 1Y | +16.2% | -29.4% | +45.6% | +13.4% |
| All | +16.2% | -28.6% | +44.9% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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