+74.8%
QCOM vs TSCO
-14.6%
+89.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.0% |
| 7D | +5.1% | +1.7% | +3.4% | +4.7% |
| 30D | +4.3% | +2.8% | +1.5% | +3.6% |
| 3M | -19.6% | +17.9% | -37.5% | -22.5% |
| 6M | +29.5% | -28.6% | +58.1% | +44.7% |
| YTD | +3.4% | -28.0% | +31.4% | +14.5% |
| 1Y | +10.9% | -39.9% | +50.8% | +31.1% |
| 3Y | +74.8% | -14.0% | +88.8% | +86.4% |
| All | +74.8% | -14.6% | +89.4% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling