+411.2%
XLF vs TSCO
+15,095.0%
-14,683.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -2.9% | -3.1% | +0.2% | -2.1% |
| 30D | -1.6% | -4.4% | +2.8% | -0.5% |
| 3M | +9.3% | +9.7% | -0.4% | +6.2% |
| 6M | +14.6% | -32.4% | +47.0% | +26.1% |
| YTD | +4.7% | -31.7% | +36.4% | +14.4% |
| 1Y | +8.6% | -41.3% | +49.9% | +23.5% |
| 3Y | +73.9% | -18.3% | +92.2% | +78.0% |
| 5Y | +65.0% | -10.3% | +75.3% | +62.0% |
| 10Y | +250.4% | +188.5% | +62.0% | +142.9% |
| All | +411.2% | +15,095.0% | -14,683.8% | +64.6% |
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