+136.2%
XLP vs TSCO
+200.3%
-64.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +8.2% | +8.7% | -0.5% | +6.1% |
| 3M | +7.7% | +1.2% | +6.5% | +7.2% |
| 6M | +9.3% | +21.6% | -12.2% | +4.2% |
| YTD | +19.5% | -25.3% | +44.8% | +26.2% |
| 1Y | +21.0% | -33.0% | +54.0% | +30.9% |
| 3Y | +43.2% | -2.3% | +45.5% | +40.2% |
| 5Y | +42.7% | -9.2% | +51.9% | +39.9% |
| All | +136.2% | +200.3% | -64.2% | +77.0% |
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