-10.4%
TSCO vs UMC
+143.5%
-153.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.8% |
| 7D | -5.7% | +9.0% | -14.7% | -6.7% |
| 30D | -8.8% | +17.2% | -26.0% | -10.7% |
| 3M | +6.3% | +11.4% | -5.1% | +3.0% |
| 6M | -32.3% | +137.5% | -169.8% | -43.3% |
| YTD | -32.7% | +193.1% | -225.8% | -46.4% |
| 1Y | -43.7% | +240.3% | -284.0% | -56.6% |
| 3Y | -19.7% | +262.2% | -281.9% | -40.4% |
| All | -10.4% | +143.5% | -153.9% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling