+140.1%
GOOGL vs TSCO
-11.8%
+151.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.2% |
| 7D | 0.0% | -5.7% | +5.7% | +1.5% |
| 30D | -1.4% | -8.8% | +7.4% | +0.8% |
| 3M | -5.3% | +6.3% | -11.7% | -7.1% |
| 6M | +9.8% | -32.3% | +42.1% | +21.1% |
| YTD | +8.4% | -32.7% | +41.1% | +19.2% |
| 1Y | +41.2% | -43.7% | +84.9% | +63.5% |
| 3Y | +149.6% | -19.7% | +169.2% | +145.6% |
| All | +140.1% | -11.8% | +151.9% | +117.7% |
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 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