-10.3%
TSCO vs XLB
+32.8%
-43.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.6% |
| 7D | -3.1% | -3.5% | +0.4% | -0.8% |
| 30D | -4.4% | -4.7% | +0.3% | -1.4% |
| 3M | +9.7% | +2.7% | +7.0% | +7.4% |
| 6M | -32.4% | +2.6% | -35.0% | -34.0% |
| YTD | -31.7% | +12.8% | -44.5% | -37.5% |
| 1Y | -41.3% | +14.0% | -55.2% | -46.7% |
| 3Y | -18.3% | +31.5% | -49.8% | -32.9% |
| 5Y | -10.3% | +33.4% | -43.7% | -26.1% |
| All | -10.3% | +32.8% | -43.0% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling