+1,024.7%
XLE vs TSCO
+15,761.4%
-14,736.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | +11.8% | +5.5% | +6.3% | +10.6% |
| 3M | +9.8% | +20.0% | -10.1% | +5.8% |
| 6M | +15.6% | -29.8% | +45.4% | +22.7% |
| YTD | +45.3% | -28.7% | +73.9% | +53.4% |
| 1Y | +48.3% | -40.9% | +89.2% | +62.3% |
| 3Y | +55.4% | -15.9% | +71.4% | +57.0% |
| 5Y | +216.1% | -3.5% | +219.6% | +206.9% |
| 10Y | +178.4% | +142.2% | +36.2% | +121.2% |
| All | +1,024.7% | +15,761.4% | -14,736.6% | +456.3% |
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