+1,504.8%
ASML vs TSCO
+243.9%
+1,261.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.3% | +5.2% |
| 7D | -0.8% | +5.9% | -6.8% | -2.9% |
| 30D | -14.9% | +11.0% | -25.9% | -18.4% |
| 3M | -13.0% | +9.0% | -21.9% | -16.3% |
| 6M | -4.7% | +23.9% | -28.6% | -13.5% |
| YTD | +42.3% | -23.7% | +66.1% | +54.3% |
| 1Y | +49.7% | -29.4% | +79.1% | +67.1% |
| 3Y | +144.3% | +1.6% | +142.7% | +126.4% |
| 5Y | +86.4% | -7.1% | +93.5% | +75.9% |
| 10Y | +1,504.8% | +227.5% | +1,277.3% | +884.3% |
| All | +1,504.8% | +243.9% | +1,261.0% | +884.3% |
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