+120.4%
XLK vs TSCO
-19.8%
+140.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +0.2% | -5.7% | +5.9% | +1.1% |
| 30D | -0.6% | -8.8% | +8.1% | +0.7% |
| 3M | +2.6% | +6.3% | -3.8% | +1.3% |
| 6M | +34.0% | -32.3% | +66.2% | +45.0% |
| YTD | +30.7% | -32.7% | +63.4% | +41.0% |
| 1Y | +39.2% | -43.7% | +82.9% | +57.2% |
| 3Y | +120.4% | -19.7% | +140.1% | +128.6% |
| All | +120.4% | -19.8% | +140.2% | +128.6% |
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 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