+31,987.2%
AVGO vs TSCO
+1,697.5%
+30,289.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.5% | +0.2% |
| 7D | -0.8% | -2.5% | +1.7% | +0.2% |
| 30D | -13.7% | -1.1% | -12.6% | -13.6% |
| 3M | -6.9% | +14.3% | -21.2% | -12.2% |
| 6M | +5.8% | -31.9% | +37.7% | +20.8% |
| YTD | +5.7% | -30.7% | +36.3% | +18.9% |
| 1Y | +9.0% | -41.1% | +50.1% | +30.4% |
| 3Y | +340.5% | -17.1% | +357.7% | +346.7% |
| 5Y | +711.1% | -7.5% | +718.6% | +668.3% |
| 10Y | +2,856.4% | +192.6% | +2,663.8% | +1,555.7% |
| All | +31,987.2% | +1,697.5% | +30,289.8% | +7,562.1% |
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