+38.9%
QCOM vs TSCO
-6.8%
+45.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +2.6% |
| 7D | +4.4% | -2.5% | +6.8% | +5.2% |
| 30D | +9.4% | -1.1% | +10.5% | +9.6% |
| 3M | -13.7% | +14.3% | -27.9% | -18.0% |
| 6M | +28.9% | -31.9% | +60.8% | +49.4% |
| YTD | +4.7% | -30.7% | +35.4% | +19.6% |
| 1Y | +13.5% | -41.1% | +54.6% | +39.2% |
| 3Y | +77.1% | -17.1% | +94.2% | +79.1% |
| 5Y | +38.9% | -7.5% | +46.4% | +30.6% |
| All | +38.9% | -6.8% | +45.7% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling