+129.1%
ASML vs TSCO
-40.6%
+169.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +4.2% |
| 7D | +1.1% | +0.8% | +0.3% | +1.1% |
| 30D | +2.2% | +5.5% | -3.3% | +2.1% |
| 3M | -2.3% | +20.0% | -22.3% | -2.6% |
| 6M | +23.0% | -29.8% | +52.8% | +27.2% |
| YTD | +61.1% | -28.7% | +89.7% | +66.4% |
| 1Y | +129.1% | -40.9% | +170.0% | +140.2% |
| All | +129.1% | -40.6% | +169.7% | +140.2% |
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