-29.4%
TSCO vs XME
+5.2%
-34.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.3% |
| 7D | +15.7% | -5.5% | +21.2% | +16.0% |
| 30D | +16.4% | -11.1% | +27.5% | +17.2% |
| 3M | +11.2% | -11.1% | +22.3% | +11.8% |
| 6M | +14.9% | -18.0% | +32.9% | +15.5% |
| YTD | -25.4% | -7.4% | -18.0% | -26.1% |
| 1Y | -29.4% | +6.7% | -36.1% | -32.7% |
| All | -29.4% | +5.2% | -34.6% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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