-43.7%
TSCO vs XLC
-0.7%
-43.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -2.0% |
| 7D | -5.7% | +0.5% | -6.2% | -5.9% |
| 30D | -8.8% | +2.1% | -10.9% | -9.6% |
| 3M | +6.3% | +0.7% | +5.6% | +5.8% |
| 6M | -32.3% | -3.2% | -29.1% | -31.4% |
| YTD | -32.7% | -3.8% | -28.9% | -31.9% |
| 1Y | -43.7% | -2.0% | -41.6% | -44.0% |
| All | -43.7% | -0.7% | -43.0% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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