+49,750.0%
TSCO vs USB
+4,442.0%
+45,308.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.1% |
| 6M | -29.8% | +18.8% | -48.6% | -33.3% |
| YTD | -28.7% | +21.0% | -49.7% | -32.7% |
| 1Y | -40.9% | +34.0% | -74.9% | -45.9% |
| 3Y | -15.9% | +95.3% | -111.3% | -31.9% |
| 5Y | -3.5% | +40.4% | -43.8% | -16.4% |
| 10Y | +142.2% | +107.3% | +34.9% | +78.3% |
| All | +49,750.0% | +4,442.0% | +45,308.0% | +21,869.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling