+23,557.6%
TSCO vs URI
+7,134.6%
+16,423.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | +0.8% | -2.0% | +2.8% | +1.2% |
| 30D | +5.5% | -12.9% | +18.4% | +8.6% |
| 3M | +20.0% | -6.7% | +26.7% | +21.4% |
| 6M | -29.8% | +19.0% | -48.8% | -33.2% |
| YTD | -28.7% | +25.5% | -54.2% | -33.1% |
| 1Y | -40.9% | +5.5% | -46.5% | -42.6% |
| 3Y | -15.9% | +111.3% | -127.2% | -31.5% |
| 5Y | -3.5% | +198.6% | -202.0% | -28.4% |
| 10Y | +142.2% | +1,179.9% | -1,037.7% | +21.2% |
| All | +23,557.6% | +7,134.6% | +16,423.1% | +5,739.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling