-19.7%
TSCO vs XEL
+46.5%
-66.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -5.7% | -0.3% | -5.4% | -5.6% |
| 30D | -8.8% | -3.9% | -4.8% | -7.9% |
| 3M | +6.3% | -2.8% | +9.1% | +7.1% |
| 6M | -32.3% | -5.4% | -26.9% | -31.4% |
| YTD | -32.7% | +3.8% | -36.5% | -33.3% |
| 1Y | -43.7% | +6.8% | -50.5% | -44.6% |
| 3Y | -19.7% | +45.6% | -65.3% | -25.0% |
| All | -19.7% | +46.5% | -66.1% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling