-6.2%
IONQ vs TSCO
-40.6%
+34.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | -1.0% | +5.5% | -6.5% | -1.7% |
| 3M | -39.8% | +20.0% | -59.8% | -41.0% |
| 6M | +6.4% | -29.8% | +36.2% | +9.9% |
| YTD | -11.9% | -28.7% | +16.7% | -8.4% |
| 1Y | -6.2% | -40.9% | +34.8% | +13.8% |
| All | -6.2% | -40.6% | +34.5% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling