+241.1%
IONQ vs TSCO
+31.6%
+209.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.6% |
| 7D | -5.6% | -3.1% | -2.5% | -3.8% |
| 30D | -15.2% | -4.4% | -10.8% | -13.3% |
| 3M | -34.9% | +9.7% | -44.6% | -38.8% |
| 6M | +4.9% | -32.4% | +37.3% | +30.6% |
| YTD | -17.9% | -31.7% | +13.8% | 0.0% |
| 1Y | -16.0% | -41.3% | +25.3% | +12.7% |
| 3Y | +90.5% | -18.3% | +108.8% | +94.0% |
| 5Y | +268.4% | -10.3% | +278.7% | +256.5% |
| All | +241.1% | +31.6% | +209.5% | +237.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling