-29.4%
TSCO vs USFR
+4.1%
-33.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +15.7% | +0.1% | +15.6% | +16.0% |
| 30D | +16.4% | +0.4% | +16.0% | +17.8% |
| 3M | +11.2% | +1.1% | +10.2% | +12.5% |
| 6M | +14.9% | +2.0% | +12.9% | +15.6% |
| YTD | -25.4% | +3.4% | -28.8% | -21.2% |
| 1Y | -29.4% | +4.1% | -33.5% | -16.6% |
| All | -29.4% | +4.1% | -33.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling