+149.7%
XBI vs TSCO
+185.7%
-36.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -4.6% | -5.7% | +1.0% | -2.6% |
| 30D | -2.0% | -8.8% | +6.8% | +1.3% |
| 3M | +17.8% | +6.3% | +11.5% | +14.5% |
| 6M | +23.7% | -32.3% | +56.0% | +41.9% |
| YTD | +28.2% | -32.7% | +60.9% | +46.5% |
| 1Y | +64.0% | -43.7% | +107.6% | +100.7% |
| 3Y | +99.4% | -19.7% | +119.1% | +105.6% |
| 5Y | +19.3% | -11.6% | +31.0% | +16.0% |
| All | +149.7% | +185.7% | -36.0% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 10y: compounded portfolio wealth divided by compounded TSCO 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…
10y analysis · Full analysis span regression · 6 months rolling