+238.4%
TSCO vs USHY
+49.7%
+188.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | -3.1% | -0.7% | -2.4% | -2.2% |
| 30D | -4.4% | -0.5% | -3.8% | -3.7% |
| 3M | +9.7% | +0.5% | +9.2% | +9.0% |
| 6M | -32.4% | +1.5% | -33.9% | -33.6% |
| YTD | -31.7% | +1.7% | -33.4% | -33.1% |
| 1Y | -41.3% | +3.5% | -44.8% | -43.7% |
| 3Y | -18.3% | +27.2% | -45.5% | -38.9% |
| 5Y | -10.3% | +21.0% | -31.2% | -28.8% |
| All | +238.4% | +49.7% | +188.8% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling