+13,503.3%
GOOGL vs TSCO
+2,431.2%
+11,072.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +1.1% | +1.7% | -0.6% | +0.6% |
| 30D | -4.4% | +2.8% | -7.3% | -5.2% |
| 3M | -6.8% | +17.9% | -24.7% | -11.2% |
| 6M | +13.6% | -28.6% | +42.2% | +23.4% |
| YTD | +8.3% | -28.0% | +36.4% | +17.0% |
| 1Y | +44.9% | -39.9% | +84.8% | +64.1% |
| 3Y | +150.5% | -14.0% | +164.5% | +150.9% |
| 5Y | +137.7% | -2.9% | +140.6% | +127.5% |
| 10Y | +750.9% | +199.5% | +551.4% | +476.9% |
| All | +13,503.3% | +2,431.2% | +11,072.0% | +5,111.3% |
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 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