+181.2%
TSCO vs USFR
+28.1%
+153.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -5.7% | +0.1% | -5.8% | -5.8% |
| 30D | -8.8% | +0.4% | -9.1% | -9.2% |
| 3M | +6.3% | +1.0% | +5.3% | +4.8% |
| 6M | -32.3% | +2.0% | -34.2% | -34.2% |
| YTD | -32.7% | +2.8% | -35.5% | -35.3% |
| 1Y | -43.7% | +4.1% | -47.8% | -46.9% |
| 3Y | -19.7% | +14.1% | -33.8% | -34.3% |
| 5Y | -11.6% | +20.6% | -32.2% | -34.6% |
| All | +181.2% | +28.1% | +153.1% | +93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling