+1,761.8%
ASML vs TSCO
+193.2%
+1,568.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.6% |
| 7D | +6.0% | +1.7% | +4.3% | +5.4% |
| 30D | +1.4% | +2.8% | -1.4% | +0.2% |
| 3M | +1.0% | +17.9% | -16.9% | -5.5% |
| 6M | +37.0% | -28.6% | +65.6% | +54.2% |
| YTD | +65.8% | -28.0% | +93.8% | +84.7% |
| 1Y | +123.1% | -39.9% | +163.0% | +166.4% |
| 3Y | +188.2% | -14.0% | +202.2% | +187.6% |
| 5Y | +115.6% | -2.9% | +118.5% | +100.7% |
| 10Y | +1,761.8% | +199.5% | +1,562.3% | +1,099.3% |
| All | +1,761.8% | +193.2% | +1,568.6% | +1,099.3% |
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