+70.3%
XLI vs TSCO
-19.8%
+90.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | -1.7% | -5.7% | +4.0% | -0.4% |
| 30D | -7.3% | -8.8% | +1.5% | -5.4% |
| 3M | -1.3% | +6.3% | -7.7% | -3.0% |
| 6M | +2.2% | -32.3% | +34.5% | +12.4% |
| YTD | +11.7% | -32.7% | +44.4% | +22.3% |
| 1Y | +14.3% | -43.7% | +57.9% | +31.6% |
| 3Y | +70.3% | -19.7% | +90.0% | +74.3% |
| All | +70.3% | -19.8% | +90.2% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling