+42.0%
XLP vs TSCO
-9.7%
+51.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +0.7% | +7.1% | -6.4% | -0.8% |
| 30D | +10.3% | +11.8% | -1.5% | +7.4% |
| 3M | +6.5% | +7.4% | -0.8% | +4.7% |
| 6M | +8.4% | +13.4% | -5.0% | +4.9% |
| YTD | +18.2% | -25.9% | +44.1% | +25.4% |
| 1Y | +22.4% | -29.9% | +52.3% | +31.5% |
| 3Y | +41.9% | -3.4% | +45.2% | +38.0% |
| All | +42.0% | -9.7% | +51.7% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling