-19.7%
TSCO vs UL
+20.7%
-40.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.8% |
| 7D | -5.7% | -3.4% | -2.3% | -4.4% |
| 30D | -8.8% | +0.5% | -9.2% | -8.9% |
| 3M | +6.3% | +7.2% | -0.9% | +3.1% |
| 6M | -32.3% | -3.1% | -29.2% | -32.0% |
| YTD | -32.7% | -2.7% | -30.0% | -32.4% |
| 1Y | -43.7% | -10.2% | -33.4% | -42.0% |
| 3Y | -19.7% | +20.3% | -39.9% | -29.8% |
| All | -19.7% | +20.7% | -40.3% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 3y: compounded portfolio wealth divided by compounded UL 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…
3y analysis · Full analysis span regression · 6 months rolling