-19.7%
TSCO vs XME
+122.1%
-141.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -5.7% | -4.2% | -1.5% | -4.9% |
| 30D | -8.8% | -2.7% | -6.1% | -8.4% |
| 3M | +6.3% | -3.9% | +10.3% | +6.9% |
| 6M | -32.3% | -1.0% | -31.3% | -32.8% |
| YTD | -32.7% | +9.8% | -42.5% | -35.3% |
| 1Y | -43.7% | +32.5% | -76.2% | -49.0% |
| 3Y | -19.7% | +124.3% | -144.0% | -42.6% |
| All | -19.7% | +122.1% | -141.7% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling