+221.2%
UPS vs TSCO
+19,589.0%
-19,367.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -1.9% |
| 7D | -2.1% | +1.7% | -3.8% | -2.5% |
| 30D | -2.3% | +2.8% | -5.1% | -2.9% |
| 3M | -5.2% | +17.9% | -23.1% | -8.6% |
| 6M | +1.4% | -28.6% | +30.0% | +8.1% |
| YTD | +6.1% | -28.0% | +34.2% | +12.7% |
| 1Y | +27.0% | -39.9% | +66.9% | +39.8% |
| 3Y | -25.9% | -14.0% | -11.9% | -24.8% |
| 5Y | -34.6% | -2.9% | -31.7% | -35.7% |
| 10Y | +36.2% | +199.5% | -163.3% | +6.0% |
| All | +221.2% | +19,589.0% | -19,367.8% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling