-7.5%
TSCO vs URA
+132.7%
-140.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.3% | -3.5% |
| 7D | -2.5% | +5.7% | -8.2% | -3.1% |
| 30D | -1.1% | +5.6% | -6.7% | -1.9% |
| 3M | +14.3% | +6.2% | +8.1% | +13.1% |
| 6M | -31.9% | -8.2% | -23.6% | -31.6% |
| YTD | -30.7% | +9.7% | -40.3% | -32.5% |
| 1Y | -41.1% | +17.0% | -58.0% | -43.6% |
| 3Y | -17.1% | +118.5% | -135.6% | -30.6% |
| 5Y | -7.5% | +134.3% | -141.9% | -25.7% |
| All | -7.5% | +132.7% | -140.2% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling