+0.9%
QCOM vs TSCO
-33.2%
+34.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.7% |
| 7D | +4.3% | +0.3% | +4.0% | +4.3% |
| 30D | -0.1% | +11.3% | -11.4% | +0.6% |
| 3M | +5.2% | +1.5% | +3.8% | +5.1% |
| 6M | -18.4% | +24.0% | -42.3% | -16.9% |
| YTD | +2.4% | -25.7% | +28.1% | +9.1% |
| 1Y | +0.9% | -33.6% | +34.5% | +11.9% |
| All | +0.9% | -33.2% | +34.1% | +11.9% |
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