+220.4%
TSCO vs USB
+87.1%
+133.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +6.8% | +1.4% | +5.4% | +6.4% |
| 30D | +11.3% | +6.4% | +4.8% | +9.5% |
| 3M | +9.1% | -4.5% | +13.5% | +10.4% |
| 6M | +24.2% | +11.4% | +12.8% | +20.4% |
| YTD | -23.5% | +17.1% | -40.6% | -27.0% |
| 1Y | -30.8% | +32.6% | -63.3% | -36.1% |
| 3Y | +0.1% | +101.8% | -101.8% | -18.3% |
| 5Y | -5.3% | +25.1% | -30.5% | -14.3% |
| 10Y | +220.4% | +84.9% | +135.5% | +160.2% |
| All | +220.4% | +87.1% | +133.3% | +160.2% |
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