+1,537.1%
SOXX vs TSCO
+185.7%
+1,351.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.4% |
| 7D | +1.4% | -5.7% | +7.0% | +3.6% |
| 30D | -3.6% | -8.8% | +5.2% | -0.4% |
| 3M | -10.2% | +6.3% | -16.5% | -12.8% |
| 6M | +54.2% | -32.3% | +86.5% | +77.1% |
| YTD | +75.2% | -32.7% | +107.9% | +100.4% |
| 1Y | +107.5% | -43.7% | +151.2% | +155.4% |
| 3Y | +226.8% | -19.7% | +246.4% | +235.9% |
| 5Y | +251.2% | -11.6% | +262.8% | +240.2% |
| All | +1,537.1% | +185.7% | +1,351.4% | +951.2% |
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