-3.4%
TSCO vs USB
+89.5%
-92.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +7.1% | 0.0% | +7.1% | +7.1% |
| 30D | +11.8% | +5.8% | +5.9% | +9.8% |
| 3M | +7.4% | -6.0% | +13.3% | +9.4% |
| 6M | +13.4% | +7.8% | +5.7% | +10.4% |
| YTD | -25.9% | +14.6% | -40.5% | -29.5% |
| 1Y | -29.9% | +31.8% | -61.7% | -36.4% |
| 3Y | -3.4% | +91.5% | -94.9% | -30.1% |
| All | -3.4% | +89.5% | -92.8% | -30.1% |
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