-43.7%
TSCO vs XLB
+14.5%
-58.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -5.7% | -2.8% | -2.8% | -4.3% |
| 30D | -8.8% | -3.1% | -5.7% | -7.3% |
| 3M | +6.3% | -0.2% | +6.5% | +6.0% |
| 6M | -32.3% | +3.1% | -35.3% | -33.9% |
| YTD | -32.7% | +13.3% | -46.0% | -38.7% |
| 1Y | -43.7% | +12.0% | -55.7% | -48.9% |
| All | -43.7% | +14.5% | -58.2% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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