+1,047.3%
XLE vs TSCO
+16,423.2%
-15,375.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +5.4% | +0.3% | +5.1% | +5.3% |
| 30D | -3.9% | +11.3% | -15.3% | -6.1% |
| 3M | +7.0% | +1.5% | +5.5% | +6.3% |
| 6M | +14.2% | +24.0% | -9.7% | +8.8% |
| YTD | +48.2% | -25.7% | +73.9% | +54.7% |
| 1Y | +47.7% | -33.6% | +81.2% | +57.6% |
| 3Y | +70.0% | -1.5% | +71.5% | +66.0% |
| 5Y | +169.1% | -9.6% | +178.7% | +164.1% |
| 10Y | +180.7% | +200.8% | -20.0% | +114.9% |
| All | +1,047.3% | +16,423.2% | -15,375.9% | +461.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling