-18.4%
TSCO vs XRT
+39.2%
-57.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -3.1% | -3.6% | +0.5% | -1.1% |
| 30D | -4.4% | -6.7% | +2.3% | -0.5% |
| 3M | +9.7% | -1.4% | +11.1% | +10.3% |
| 6M | -32.4% | +1.7% | -34.1% | -33.2% |
| YTD | -31.7% | -1.5% | -30.2% | -31.2% |
| 1Y | -41.3% | -2.5% | -38.8% | -40.7% |
| All | -18.4% | +39.2% | -57.6% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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