+196.8%
TSCO vs URA
+266.3%
-69.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +0.3% | -1.5% | +1.8% | +0.5% |
| 30D | +11.3% | -10.4% | +21.7% | +13.1% |
| 3M | +1.5% | -29.6% | +31.1% | +7.1% |
| 6M | +24.0% | -40.3% | +64.2% | +33.9% |
| YTD | -25.7% | -25.5% | -0.2% | -23.8% |
| 1Y | -33.6% | -26.4% | -7.1% | -31.9% |
| 3Y | -1.5% | +31.4% | -33.0% | -13.8% |
| 5Y | -9.6% | +28.6% | -38.2% | -23.1% |
| All | +196.8% | +266.3% | -69.5% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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