+1,504.6%
TSCO vs XME
+244.0%
+1,260.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.5% |
| 7D | -2.5% | -0.2% | -2.2% | -2.4% |
| 30D | -1.1% | +1.4% | -2.5% | -1.7% |
| 3M | +14.3% | +2.7% | +11.5% | +12.8% |
| 6M | -31.9% | +6.5% | -38.4% | -33.9% |
| YTD | -30.7% | +15.2% | -45.9% | -34.6% |
| 1Y | -41.1% | +43.5% | -84.6% | -48.2% |
| 3Y | -17.1% | +135.9% | -153.0% | -37.8% |
| 5Y | -7.5% | +181.5% | -189.0% | -35.4% |
| 10Y | +192.6% | +436.9% | -244.3% | +60.0% |
| All | +1,504.6% | +244.0% | +1,260.6% | +694.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling