+49.9%
XLE vs TSCO
-28.6%
+78.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.2% | -9.0% | -4.5% |
| 7D | -7.2% | +15.7% | -22.9% | -6.8% |
| 30D | +0.1% | +16.4% | -16.3% | +0.4% |
| 3M | +9.2% | +11.2% | -2.0% | +9.5% |
| 6M | +8.4% | +14.9% | -6.6% | +8.8% |
| YTD | +44.9% | -25.4% | +70.3% | +47.7% |
| 1Y | +49.9% | -29.4% | +79.2% | +55.4% |
| All | +49.9% | -28.6% | +78.5% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling