+51,687.6%
TSCO vs USB
+4,201.0%
+47,486.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +7.1% | 0.0% | +7.1% | +7.1% |
| 30D | +11.8% | +5.8% | +5.9% | +10.1% |
| 3M | +7.4% | -6.0% | +13.3% | +9.2% |
| 6M | +13.4% | +7.8% | +5.7% | +10.8% |
| YTD | -25.9% | +14.6% | -40.5% | -29.0% |
| 1Y | -29.9% | +31.8% | -61.7% | -35.5% |
| 3Y | -3.4% | +91.5% | -94.9% | -21.0% |
| 5Y | -9.4% | +22.0% | -31.4% | -18.2% |
| 10Y | +227.1% | +96.1% | +131.0% | +144.9% |
| All | +51,687.6% | +4,201.0% | +47,486.6% | +23,083.1% |
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 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