+755.6%
GOOGL vs TSCO
+185.7%
+569.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.2% |
| 7D | 0.0% | -5.7% | +5.7% | +1.6% |
| 30D | -1.4% | -8.8% | +7.4% | +1.0% |
| 3M | -5.3% | +6.3% | -11.7% | -7.3% |
| 6M | +9.8% | -32.3% | +42.1% | +21.5% |
| YTD | +8.4% | -32.7% | +41.1% | +19.6% |
| 1Y | +41.2% | -43.7% | +84.9% | +64.0% |
| 3Y | +149.6% | -19.7% | +169.2% | +152.1% |
| 5Y | +142.6% | -11.6% | +154.2% | +133.7% |
| All | +755.6% | +185.7% | +569.8% | +521.4% |
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