+46.1%
ASML vs TSCO
-28.6%
+74.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.2% | -7.8% | -3.2% |
| 7D | -10.0% | +15.7% | -25.7% | -9.0% |
| 30D | -19.4% | +16.4% | -35.9% | -18.6% |
| 3M | -12.5% | +11.2% | -23.7% | -11.6% |
| 6M | +8.2% | +14.9% | -6.7% | +9.9% |
| YTD | +40.7% | -25.4% | +66.1% | +47.0% |
| 1Y | +46.1% | -29.4% | +75.5% | +50.6% |
| All | +46.1% | -28.6% | +74.8% | +50.6% |
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