-17.3%
TSCO vs URI
+125.2%
-142.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -3.9% |
| 7D | -2.5% | +5.0% | -7.5% | -3.5% |
| 30D | -1.1% | -9.4% | +8.3% | +0.8% |
| 3M | +14.3% | -5.8% | +20.1% | +15.3% |
| 6M | -31.9% | +25.8% | -57.7% | -35.7% |
| YTD | -30.7% | +27.9% | -58.6% | -34.9% |
| 1Y | -41.1% | +9.7% | -50.8% | -43.0% |
| All | -17.3% | +125.2% | -142.4% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 3y: compounded portfolio wealth divided by compounded URI 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…
3y analysis · Full analysis span regression · 6 months rolling