-40.9%
TSCO vs XEL
+7.2%
-48.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +0.8% | -1.0% | +1.7% | +1.0% |
| 30D | +5.5% | -1.9% | +7.4% | +5.8% |
| 3M | +20.0% | -1.9% | +21.9% | +20.5% |
| 6M | -29.8% | -7.4% | -22.3% | -28.7% |
| YTD | -28.7% | +4.1% | -32.7% | -28.0% |
| 1Y | -40.9% | +8.0% | -49.0% | -39.8% |
| All | -40.9% | +7.2% | -48.1% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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