-15.0%
TSCO vs USB
+95.2%
-110.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.8% | +1.4% | -0.7% | +0.3% |
| 30D | +5.5% | -1.3% | +6.8% | +5.8% |
| 3M | +20.0% | +15.2% | +4.7% | +14.5% |
| 6M | -29.8% | +18.8% | -48.6% | -33.6% |
| YTD | -28.7% | +21.0% | -49.7% | -33.2% |
| 1Y | -40.9% | +34.0% | -74.9% | -46.5% |
| All | -15.0% | +95.2% | -110.2% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling