-16.6%
TSCO vs USAR
+53.8%
-70.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.5% |
| 7D | -5.7% | -11.6% | +6.0% | -5.8% |
| 30D | -8.8% | -15.5% | +6.7% | -8.9% |
| 3M | +6.3% | -31.0% | +37.4% | +6.0% |
| 6M | -32.3% | -26.2% | -6.0% | -32.4% |
| YTD | -32.7% | +30.8% | -63.5% | -32.0% |
| 1Y | -43.7% | +7.1% | -50.8% | -42.8% |
| 3Y | -19.7% | +53.0% | -72.7% | -18.2% |
| All | -16.6% | +53.8% | -70.4% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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