+108.6%
ASML vs TSCO
-3.4%
+112.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.8% |
| 7D | +1.1% | +0.8% | +0.3% | +0.9% |
| 30D | +2.2% | +5.5% | -3.3% | +0.3% |
| 3M | -2.3% | +20.0% | -22.3% | -8.6% |
| 6M | +23.0% | -29.8% | +52.8% | +39.1% |
| YTD | +61.1% | -28.7% | +89.7% | +79.6% |
| 1Y | +129.1% | -40.9% | +170.0% | +175.1% |
| 3Y | +165.4% | -15.9% | +181.3% | +161.6% |
| All | +108.6% | -3.4% | +112.0% | +80.8% |
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