-29.4%
TSCO vs XYZ
+19.9%
-49.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +15.3% | -11.1% | +1.9% |
| 7D | +15.7% | +16.5% | -0.8% | +13.1% |
| 30D | +16.4% | +15.0% | +1.5% | +14.0% |
| 3M | +11.2% | +3.5% | +7.7% | +10.0% |
| 6M | +14.9% | +21.9% | -7.0% | +11.4% |
| YTD | -25.4% | +34.6% | -60.0% | -28.5% |
| 1Y | -29.4% | +20.7% | -50.1% | -31.8% |
| All | -29.4% | +19.9% | -49.2% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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