+51.0%
ASML vs TSCO
-32.1%
+83.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +1.6% |
| 7D | +2.5% | +0.4% | +2.1% | +2.6% |
| 30D | -12.2% | +9.8% | -22.1% | -11.4% |
| 3M | -14.6% | +4.8% | -19.4% | -13.7% |
| 6M | -1.7% | +23.3% | -25.0% | -0.9% |
| YTD | +44.3% | -25.1% | +69.4% | +51.2% |
| 1Y | +51.0% | -32.7% | +83.7% | +54.0% |
| All | +51.0% | -32.1% | +83.1% | +54.0% |
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