-19.7%
TSCO vs XYZ
+46.8%
-66.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.7% | -4.3% | -1.4% | -5.1% |
| 30D | -8.8% | +1.2% | -9.9% | -9.0% |
| 3M | +6.3% | +14.6% | -8.3% | +4.2% |
| 6M | -32.3% | +22.6% | -54.8% | -34.3% |
| YTD | -32.7% | +21.7% | -54.4% | -34.9% |
| 1Y | -43.7% | +6.7% | -50.4% | -44.7% |
| 3Y | -19.7% | +46.8% | -66.5% | -29.7% |
| All | -19.7% | +46.8% | -66.5% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling