-10.4%
TSCO vs XPO
+261.3%
-271.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.7% | -5.7% | 0.0% | -4.6% |
| 30D | -8.8% | -12.8% | +4.0% | -6.5% |
| 3M | +6.3% | -20.0% | +26.3% | +10.5% |
| 6M | -32.3% | -6.0% | -26.2% | -31.8% |
| YTD | -32.7% | +34.0% | -66.7% | -36.8% |
| 1Y | -43.7% | +35.6% | -79.2% | -47.4% |
| 3Y | -19.7% | +152.3% | -172.0% | -36.6% |
| All | -10.4% | +261.3% | -271.7% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 5y: compounded portfolio wealth divided by compounded XPO 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…
5y analysis · Full analysis span regression · 6 months rolling