+19.7%
QCOM vs TSCO
-7.6%
+27.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.4% |
| 7D | +2.0% | +0.4% | +1.5% | +1.8% |
| 30D | +1.2% | +9.8% | -8.6% | -2.1% |
| 3M | +9.1% | +4.8% | +4.3% | +6.9% |
| 6M | -25.0% | +23.3% | -48.3% | -31.3% |
| YTD | +4.8% | -25.1% | +29.9% | +16.2% |
| 1Y | +3.6% | -32.7% | +36.3% | +20.5% |
| 3Y | +51.5% | -2.0% | +53.4% | +42.0% |
| 5Y | +19.7% | -7.8% | +27.6% | +10.5% |
| All | +19.7% | -7.6% | +27.3% | +10.5% |
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