+108.6%
XLP vs TSCO
+200.4%
-91.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.8% |
| 7D | -1.4% | +1.7% | -3.1% | -1.8% |
| 30D | -1.3% | +2.8% | -4.1% | -1.9% |
| 3M | +1.8% | +17.9% | -16.1% | -1.9% |
| 6M | -0.8% | -28.6% | +27.8% | +6.1% |
| YTD | +9.5% | -28.0% | +37.6% | +16.7% |
| 1Y | +7.2% | -39.9% | +47.0% | +18.7% |
| 3Y | +27.1% | -14.0% | +41.1% | +28.2% |
| 5Y | +32.0% | -2.9% | +35.0% | +27.8% |
| All | +108.6% | +200.4% | -91.8% | +61.7% |
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