+25.6%
QQQ vs TSCO
-40.6%
+66.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | +0.2% | +5.5% | -5.2% | +0.1% |
| 3M | -2.8% | +20.0% | -22.8% | -3.2% |
| 6M | +18.0% | -29.8% | +47.8% | +21.4% |
| YTD | +17.3% | -28.7% | +46.0% | +20.6% |
| 1Y | +25.6% | -40.9% | +66.5% | +30.6% |
| All | +25.6% | -40.6% | +66.2% | +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 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