+265.9%
IONQ vs TSCO
+37.4%
+228.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.6% |
| 7D | +0.8% | +0.8% | 0.0% | +0.4% |
| 30D | -1.0% | +5.5% | -6.5% | -4.3% |
| 3M | -39.8% | +20.0% | -59.8% | -46.3% |
| 6M | +6.4% | -29.8% | +36.2% | +29.7% |
| YTD | -11.9% | -28.7% | +16.7% | +4.6% |
| 1Y | -6.2% | -40.9% | +34.8% | +25.8% |
| 3Y | +125.7% | -15.9% | +141.6% | +125.8% |
| 5Y | +296.0% | -3.5% | +299.5% | +274.3% |
| All | +265.9% | +37.4% | +228.6% | +252.7% |
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 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