+146.6%
TSCO vs USB
+109.3%
+37.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.8% | +1.4% | -0.7% | +0.4% |
| 30D | +5.5% | -1.3% | +6.8% | +5.8% |
| 3M | +20.0% | +15.2% | +4.7% | +15.3% |
| 6M | -29.8% | +18.8% | -48.6% | -33.1% |
| YTD | -28.7% | +21.0% | -49.7% | -32.5% |
| 1Y | -40.9% | +34.0% | -74.9% | -45.6% |
| 3Y | -15.9% | +95.3% | -111.3% | -31.0% |
| 5Y | -3.5% | +40.4% | -43.8% | -15.5% |
| All | +146.6% | +109.3% | +37.3% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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