+2,770.9%
AVGO vs TSCO
+185.7%
+2,585.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | +1.1% | -5.7% | +6.8% | +3.2% |
| 30D | -13.0% | -8.8% | -4.2% | -10.3% |
| 3M | -6.0% | +6.3% | -12.3% | -8.5% |
| 6M | +6.4% | -32.3% | +38.6% | +20.8% |
| YTD | +5.0% | -32.7% | +37.7% | +18.6% |
| 1Y | +1.4% | -43.7% | +45.1% | +22.5% |
| 3Y | +336.8% | -19.7% | +356.5% | +345.1% |
| 5Y | +698.2% | -11.6% | +709.8% | +664.3% |
| All | +2,770.9% | +185.7% | +2,585.2% | +1,836.7% |
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 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