+558.6%
QQQ vs TSCO
+185.7%
+372.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | -0.6% | -5.7% | +5.1% | +1.2% |
| 30D | -1.2% | -8.8% | +7.5% | +1.5% |
| 3M | -0.2% | +6.3% | -6.5% | -2.6% |
| 6M | +17.9% | -32.3% | +50.2% | +32.5% |
| YTD | +16.6% | -32.7% | +49.3% | +30.7% |
| 1Y | +23.0% | -43.7% | +66.7% | +46.2% |
| 3Y | +92.9% | -19.7% | +112.6% | +96.6% |
| 5Y | +95.6% | -11.6% | +107.2% | +89.1% |
| All | +558.6% | +185.7% | +372.8% | +345.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling