+1,238.5%
TSCO vs XHB
+163.2%
+1,075.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.1% | -2.9% |
| 7D | -2.5% | -1.9% | -0.5% | -1.5% |
| 30D | -1.1% | -8.3% | +7.2% | +3.2% |
| 3M | +14.3% | -7.1% | +21.4% | +18.1% |
| 6M | -31.9% | -5.3% | -26.6% | -30.6% |
| YTD | -30.7% | -3.2% | -27.5% | -30.3% |
| 1Y | -41.1% | -13.9% | -27.2% | -37.2% |
| 3Y | -17.1% | +24.9% | -42.1% | -28.9% |
| 5Y | -7.5% | +34.5% | -42.0% | -24.8% |
| 10Y | +192.6% | +215.5% | -22.9% | +48.4% |
| All | +1,238.5% | +163.2% | +1,075.3% | +526.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling