-43.7%
TSCO vs XHB
-14.9%
-28.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.2% |
| 7D | -5.7% | -4.6% | -1.0% | -3.9% |
| 30D | -8.8% | -9.1% | +0.4% | -5.2% |
| 3M | +6.3% | -8.6% | +14.9% | +9.8% |
| 6M | -32.3% | -4.0% | -28.2% | -31.6% |
| YTD | -32.7% | -3.9% | -28.8% | -32.3% |
| 1Y | -43.7% | -16.5% | -27.2% | -40.4% |
| All | -43.7% | -14.9% | -28.8% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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