-41.3%
TSCO vs URA
+11.7%
-53.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.3% |
| 7D | -3.1% | -1.5% | -1.6% | -3.1% |
| 30D | -4.4% | -0.4% | -4.0% | -4.4% |
| 3M | +9.7% | +6.3% | +3.4% | +9.4% |
| 6M | -32.4% | -14.0% | -18.4% | -32.0% |
| YTD | -31.7% | +5.3% | -37.0% | -31.3% |
| 1Y | -41.3% | +11.7% | -52.9% | -40.1% |
| All | -41.3% | +11.7% | -53.0% | -40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling