+16,659.1%
TSCO vs XLB
+813.8%
+15,845.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.4% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | +2.8% | -1.7% | +4.6% | +3.8% |
| 3M | +17.9% | +4.4% | +13.5% | +14.8% |
| 6M | -28.6% | +5.0% | -33.6% | -30.9% |
| YTD | -28.0% | +15.5% | -43.5% | -34.0% |
| 1Y | -39.9% | +14.9% | -54.8% | -44.7% |
| 3Y | -14.0% | +34.5% | -48.5% | -27.7% |
| 5Y | -2.9% | +36.5% | -39.5% | -19.6% |
| 10Y | +199.5% | +159.6% | +39.9% | +69.3% |
| All | +16,659.1% | +813.8% | +15,845.3% | +4,315.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling