-40.9%
TSCO vs XYL
-23.4%
-17.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.2% | +1.7% |
| 7D | +0.8% | -5.0% | +5.8% | +2.3% |
| 30D | +5.5% | -13.2% | +18.7% | +9.9% |
| 3M | +20.0% | -3.7% | +23.7% | +21.8% |
| 6M | -29.8% | -17.7% | -12.1% | -26.3% |
| YTD | -28.7% | -21.5% | -7.1% | -25.2% |
| 1Y | -40.9% | -24.5% | -16.4% | -37.7% |
| All | -40.9% | -23.4% | -17.5% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling