+253.1%
IONQ vs TSCO
+33.5%
+219.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.7% | -2.1% | -3.7% |
| 7D | +1.3% | -2.5% | +3.8% | +2.8% |
| 30D | -10.3% | -1.1% | -9.2% | -10.0% |
| 3M | -32.7% | +14.3% | -47.0% | -38.2% |
| 6M | +6.3% | -31.9% | +38.2% | +31.9% |
| YTD | -15.0% | -30.7% | +15.7% | +2.7% |
| 1Y | -13.3% | -41.1% | +27.7% | +16.2% |
| 3Y | +97.2% | -17.1% | +114.4% | +99.2% |
| 5Y | +278.7% | -7.5% | +286.3% | +263.9% |
| All | +253.1% | +33.5% | +219.7% | +246.2% |
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 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