+198.3%
TSCO vs USB
+82.2%
+116.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.1% | +1.2% | -1.2% | -0.3% |
| 30D | +8.7% | +6.3% | +2.4% | +7.0% |
| 3M | +1.2% | -6.1% | +7.4% | +2.9% |
| 6M | +21.6% | +13.0% | +8.6% | +17.4% |
| YTD | -25.3% | +16.6% | -41.9% | -28.6% |
| 1Y | -33.0% | +31.1% | -64.1% | -37.9% |
| 3Y | -2.3% | +100.9% | -103.2% | -20.1% |
| 5Y | -9.2% | +24.5% | -33.7% | -17.7% |
| All | +198.3% | +82.2% | +116.0% | +144.4% |
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