+95.7%
QQQ vs TSCO
-11.8%
+107.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -0.6% | -5.7% | +5.1% | +1.0% |
| 30D | -1.2% | -8.8% | +7.5% | +1.3% |
| 3M | -0.2% | +6.3% | -6.5% | -2.3% |
| 6M | +17.9% | -32.3% | +50.2% | +32.1% |
| YTD | +16.6% | -32.7% | +49.3% | +30.2% |
| 1Y | +23.0% | -43.7% | +66.7% | +45.9% |
| 3Y | +92.9% | -19.7% | +112.6% | +92.4% |
| All | +95.7% | -11.8% | +107.6% | +80.6% |
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