+1,582.8%
ASML vs TSCO
+214.1%
+1,368.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.5% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | -12.2% | +9.8% | -22.1% | -15.6% |
| 3M | -14.6% | +4.8% | -19.4% | -16.8% |
| 6M | -1.7% | +23.3% | -25.0% | -10.8% |
| YTD | +44.3% | -25.1% | +69.4% | +57.4% |
| 1Y | +51.0% | -32.7% | +83.7% | +71.8% |
| 3Y | +137.6% | -2.0% | +139.5% | +123.1% |
| 5Y | +92.7% | -7.8% | +100.6% | +82.1% |
| 10Y | +1,582.8% | +203.2% | +1,379.7% | +911.9% |
| All | +1,582.8% | +214.1% | +1,368.7% | +911.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling