-11.6%
TSCO vs USAR
+74.0%
-85.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +0.8% | -2.1% | +2.9% | +0.8% |
| 30D | +5.5% | +2.6% | +2.8% | +5.5% |
| 3M | +20.0% | -35.0% | +55.0% | +19.6% |
| 6M | -29.8% | -6.9% | -22.9% | -29.8% |
| YTD | -28.7% | +48.0% | -76.6% | -27.8% |
| 1Y | -40.9% | +24.8% | -65.7% | -39.9% |
| 3Y | -15.9% | +73.2% | -89.2% | -14.3% |
| All | -11.6% | +74.0% | -85.6% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling