+123.1%
ASML vs TSCO
-40.1%
+163.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.9% |
| 7D | +6.0% | +1.7% | +4.3% | +6.0% |
| 30D | +1.4% | +2.8% | -1.4% | +1.3% |
| 3M | +1.0% | +17.9% | -16.9% | +0.8% |
| 6M | +37.0% | -28.6% | +65.6% | +41.8% |
| YTD | +65.8% | -28.0% | +93.8% | +71.3% |
| 1Y | +123.1% | -39.9% | +163.0% | +133.8% |
| All | +123.1% | -40.1% | +163.2% | +133.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling