+1,565.4%
TSCO vs XRT
+501.1%
+1,064.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +2.3% |
| 7D | +1.7% | -0.3% | +1.9% | +1.8% |
| 30D | +2.8% | -5.6% | +8.5% | +6.9% |
| 3M | +17.9% | +2.5% | +15.3% | +15.6% |
| 6M | -28.6% | +3.7% | -32.3% | -30.5% |
| YTD | -28.0% | +1.0% | -29.0% | -28.7% |
| 1Y | -39.9% | -1.2% | -38.7% | -39.8% |
| 3Y | -14.0% | +43.4% | -57.4% | -34.8% |
| 5Y | -2.9% | -0.7% | -2.2% | -8.3% |
| 10Y | +199.5% | +123.7% | +75.8% | +38.6% |
| All | +1,565.4% | +501.1% | +1,064.4% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling