+227.5%
TSCO vs USB
+94.3%
+133.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.2% |
| 7D | +5.9% | +0.8% | +5.2% | +5.7% |
| 30D | +11.0% | +6.8% | +4.2% | +9.1% |
| 3M | +9.0% | -3.8% | +12.7% | +10.1% |
| 6M | +23.9% | +11.7% | +12.1% | +20.0% |
| YTD | -23.7% | +17.5% | -41.2% | -27.3% |
| 1Y | -29.4% | +33.8% | -63.2% | -35.0% |
| 3Y | +1.6% | +104.2% | -102.7% | -17.3% |
| 5Y | -7.1% | +26.4% | -33.5% | -16.2% |
| 10Y | +227.5% | +89.2% | +138.3% | +159.9% |
| All | +227.5% | +94.3% | +133.3% | +159.9% |
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