+48,339.6%
TSCO vs UL
+1,490.1%
+46,849.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.1% |
| 7D | -2.5% | -3.2% | +0.8% | -1.5% |
| 30D | -1.1% | -0.6% | -0.5% | -0.9% |
| 3M | +14.3% | +9.4% | +4.8% | +10.8% |
| 6M | -31.9% | -4.1% | -27.8% | -31.2% |
| YTD | -30.7% | -2.0% | -28.7% | -30.5% |
| 1Y | -41.1% | -9.0% | -32.1% | -39.6% |
| 3Y | -17.1% | +21.8% | -39.0% | -22.9% |
| 5Y | -7.5% | +20.6% | -28.1% | -15.0% |
| 10Y | +192.6% | +67.7% | +124.9% | +137.3% |
| All | +48,339.6% | +1,490.1% | +46,849.4% | +24,809.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling