+27.0%
UNH vs TSCO
-28.6%
+55.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | +1.2% |
| 7D | +0.6% | +15.7% | -15.2% | +0.6% |
| 30D | +8.1% | +16.4% | -8.3% | +8.3% |
| 3M | +1.1% | +11.2% | -10.1% | +1.3% |
| 6M | +11.7% | +14.9% | -3.2% | +12.0% |
| YTD | +26.5% | -25.4% | +51.9% | +21.8% |
| 1Y | +27.0% | -29.4% | +56.4% | +25.1% |
| All | +27.0% | -28.6% | +55.7% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling