+1,620.2%
TSCO vs XRT
+539.9%
+1,080.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | +0.3% | +1.7% | -1.5% | -0.9% |
| 30D | +11.3% | +7.5% | +3.8% | +6.0% |
| 3M | +1.5% | +2.2% | -0.7% | 0.0% |
| 6M | +24.0% | +14.7% | +9.3% | +12.6% |
| YTD | -25.7% | +7.5% | -33.2% | -29.4% |
| 1Y | -33.6% | +14.1% | -47.7% | -39.5% |
| 3Y | -1.5% | +58.8% | -60.3% | -30.3% |
| 5Y | -9.6% | -3.9% | -5.7% | -12.1% |
| 10Y | +200.8% | +137.7% | +63.1% | +33.8% |
| All | +1,620.2% | +539.9% | +1,080.3% | +222.2% |
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