+52,243.2%
TSCO vs USB
+4,291.5%
+47,951.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +0.4% | -0.5% | +1.0% | +0.6% |
| 30D | +9.8% | +5.7% | +4.1% | +8.2% |
| 3M | +4.8% | -4.7% | +9.5% | +6.3% |
| 6M | +23.3% | +13.4% | +9.9% | +18.7% |
| YTD | -25.1% | +17.0% | -42.1% | -28.6% |
| 1Y | -32.7% | +32.4% | -65.1% | -38.2% |
| 3Y | -2.0% | +101.7% | -103.6% | -21.1% |
| 5Y | -7.8% | +24.4% | -32.3% | -17.2% |
| 10Y | +203.2% | +83.6% | +119.6% | +131.3% |
| All | +52,243.2% | +4,291.5% | +47,951.8% | +23,195.3% |
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