-19.7%
TSCO vs USFR
+14.1%
-33.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.4% |
| 7D | -5.7% | +0.1% | -5.8% | -5.5% |
| 30D | -8.8% | +0.4% | -9.1% | -8.4% |
| 3M | +6.3% | +1.0% | +5.3% | +7.4% |
| 6M | -32.3% | +2.0% | -34.2% | -30.7% |
| YTD | -32.7% | +2.8% | -35.5% | -30.3% |
| 1Y | -43.7% | +4.1% | -47.8% | -40.6% |
| 3Y | -19.7% | +14.1% | -33.8% | +10.4% |
| All | -19.7% | +14.1% | -33.8% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling