-19.7%
TSCO vs USHY
+27.0%
-46.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.6% |
| 7D | -5.7% | -0.7% | -5.0% | -4.4% |
| 30D | -8.8% | -0.7% | -8.1% | -7.6% |
| 3M | +6.3% | +0.1% | +6.3% | +6.3% |
| 6M | -32.3% | +1.8% | -34.0% | -34.3% |
| YTD | -32.7% | +1.8% | -34.5% | -34.7% |
| 1Y | -43.7% | +3.3% | -47.0% | -46.8% |
| 3Y | -19.7% | +27.0% | -46.6% | -43.9% |
| All | -19.7% | +27.0% | -46.7% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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