+696.9%
AVGO vs TSCO
-11.8%
+708.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +1.1% | -5.7% | +6.8% | +2.8% |
| 30D | -13.0% | -8.8% | -4.2% | -10.8% |
| 3M | -6.0% | +6.3% | -12.3% | -8.1% |
| 6M | +6.4% | -32.3% | +38.6% | +19.7% |
| YTD | +5.0% | -32.7% | +37.7% | +17.4% |
| 1Y | +1.4% | -43.7% | +45.1% | +21.1% |
| 3Y | +336.8% | -19.7% | +356.5% | +336.0% |
| All | +696.9% | -11.8% | +708.7% | +643.3% |
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