-29.4%
TSCO vs UMC
+112.5%
-141.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.2% |
| 7D | +15.7% | -14.7% | +30.4% | +15.4% |
| 30D | +16.4% | -32.9% | +49.3% | +16.2% |
| 3M | +11.2% | -22.2% | +33.4% | +10.8% |
| 6M | +14.9% | +25.9% | -11.0% | +7.7% |
| YTD | -25.4% | +107.9% | -133.3% | -31.3% |
| 1Y | -29.4% | +115.0% | -144.4% | -35.2% |
| All | -29.4% | +112.5% | -141.9% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling