+5,706.3%
ANET vs TSCO
+201.2%
+5,505.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +6.1% |
| 7D | +3.0% | -5.7% | +8.7% | +5.0% |
| 30D | -5.2% | -8.8% | +3.6% | -2.4% |
| 3M | +27.6% | +6.3% | +21.3% | +24.3% |
| 6M | +44.4% | -32.3% | +76.7% | +62.8% |
| YTD | +52.3% | -32.7% | +85.0% | +70.9% |
| 1Y | +30.4% | -43.7% | +74.1% | +55.8% |
| 3Y | +313.3% | -19.7% | +332.9% | +319.7% |
| 5Y | +810.0% | -11.6% | +821.6% | +772.7% |
| 10Y | +3,903.8% | +184.1% | +3,719.7% | +2,353.0% |
| All | +5,706.3% | +201.2% | +5,505.0% | +3,802.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling