+223.2%
TSCO vs USFR
+27.6%
+195.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -2.5% | +0.1% | -2.5% | -2.5% |
| 30D | -1.1% | +0.3% | -1.4% | -1.3% |
| 3M | +14.3% | +1.0% | +13.3% | +13.3% |
| 6M | -31.9% | +1.9% | -33.8% | -33.0% |
| YTD | -30.7% | +2.7% | -33.3% | -32.2% |
| 1Y | -41.1% | +4.0% | -45.0% | -43.0% |
| 3Y | -17.1% | +14.0% | -31.2% | -26.0% |
| 5Y | -7.5% | +20.4% | -27.9% | -21.4% |
| 10Y | +192.6% | +28.0% | +164.6% | +136.8% |
| All | +223.2% | +27.6% | +195.6% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling