+1.0%
XLU vs TSCO
-28.6%
+29.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | +0.1% |
| 7D | +2.6% | +15.7% | -13.1% | +1.3% |
| 30D | +9.1% | +16.4% | -7.3% | +7.6% |
| 3M | -0.4% | +11.2% | -11.6% | -1.4% |
| 6M | -4.7% | +14.9% | -19.6% | -5.8% |
| YTD | +4.3% | -25.4% | +29.7% | +6.0% |
| 1Y | +1.0% | -29.4% | +30.4% | +3.2% |
| All | +1.0% | -28.6% | +29.6% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling