+788.5%
XLK vs TSCO
+185.7%
+602.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | +0.2% | -5.7% | +5.9% | +2.1% |
| 30D | -0.6% | -8.8% | +8.1% | +2.2% |
| 3M | +2.6% | +6.3% | -3.8% | 0.0% |
| 6M | +34.0% | -32.3% | +66.2% | +51.3% |
| YTD | +30.7% | -32.7% | +63.4% | +47.1% |
| 1Y | +39.2% | -43.7% | +82.9% | +66.8% |
| 3Y | +120.4% | -19.7% | +140.1% | +124.7% |
| 5Y | +148.8% | -11.6% | +160.4% | +139.7% |
| All | +788.5% | +185.7% | +602.7% | +483.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling