+272.2%
QCOM vs TSCO
+190.2%
+82.0%
-44.3%
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 | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | +4.9% | -3.1% | +8.1% | +6.1% |
| 30D | +9.3% | -4.4% | +13.7% | +10.9% |
| 3M | -7.0% | +9.7% | -16.7% | -10.5% |
| 6M | +32.0% | -32.4% | +64.4% | +51.3% |
| YTD | +5.0% | -31.7% | +36.7% | +19.2% |
| 1Y | +13.6% | -41.3% | +54.9% | +36.9% |
| 3Y | +77.6% | -18.3% | +95.9% | +82.8% |
| 5Y | +38.2% | -10.3% | +48.5% | +35.1% |
| All | +272.2% | +190.2% | +82.0% | +147.8% |
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 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