-8.0%
TSCO vs USAR
-19.4%
+11.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.5% |
| 7D | +0.3% | -0.8% | +1.1% | +0.3% |
| 30D | +11.3% | -20.9% | +32.3% | +11.2% |
| 3M | +1.5% | -56.2% | +57.6% | +0.9% |
| 6M | +24.0% | -67.9% | +91.9% | +23.0% |
| YTD | -25.7% | -31.4% | +5.7% | -25.2% |
| 1Y | -33.6% | -45.1% | +11.5% | -33.3% |
| 3Y | -1.5% | -20.3% | +18.8% | -0.2% |
| All | -8.0% | -19.4% | +11.4% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling