+80,969.6%
ASML vs TSCO
+16,011.7%
+64,957.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.2% |
| 7D | -9.0% | +7.1% | -16.1% | -11.1% |
| 30D | -21.0% | +11.8% | -32.7% | -24.1% |
| 3M | -16.3% | +7.4% | -23.7% | -18.8% |
| 6M | -7.5% | +13.4% | -21.0% | -12.6% |
| YTD | +34.0% | -25.9% | +59.9% | +43.5% |
| 1Y | +39.3% | -29.9% | +69.2% | +51.5% |
| 3Y | +128.9% | -3.4% | +132.2% | +121.4% |
| 5Y | +76.1% | -9.4% | +85.5% | +72.1% |
| 10Y | +1,428.4% | +227.1% | +1,201.3% | +880.6% |
| All | +80,969.6% | +16,011.7% | +64,957.9% | +17,158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling