-19.7%
TSCO vs UUUU
+74.5%
-94.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -1.4% |
| 7D | -5.7% | -10.5% | +4.8% | -5.3% |
| 30D | -8.8% | -10.5% | +1.7% | -8.5% |
| 3M | +6.3% | -14.1% | +20.5% | +6.7% |
| 6M | -32.3% | -35.5% | +3.2% | -31.5% |
| YTD | -32.7% | -10.9% | -21.8% | -33.1% |
| 1Y | -43.7% | +3.4% | -47.0% | -44.8% |
| 3Y | -19.7% | +73.1% | -92.8% | -26.0% |
| All | -19.7% | +74.5% | -94.2% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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