+75.5%
ASML vs TSCO
-9.7%
+85.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.2% |
| 7D | -9.0% | +7.1% | -16.1% | -10.9% |
| 30D | -21.0% | +11.8% | -32.7% | -23.9% |
| 3M | -16.3% | +7.4% | -23.7% | -18.6% |
| 6M | -7.5% | +13.4% | -21.0% | -12.3% |
| YTD | +34.0% | -25.9% | +59.9% | +46.8% |
| 1Y | +39.3% | -29.9% | +69.2% | +55.6% |
| 3Y | +128.9% | -3.4% | +132.2% | +111.4% |
| All | +75.5% | -9.7% | +85.1% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling