+44.2%
XLU vs TSCO
-11.8%
+56.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -1.6% | -5.7% | +4.1% | -0.6% |
| 30D | -3.3% | -8.8% | +5.5% | -1.8% |
| 3M | -3.2% | +6.3% | -9.5% | -4.4% |
| 6M | -7.0% | -32.3% | +25.3% | -0.3% |
| YTD | +0.6% | -32.7% | +33.3% | +7.6% |
| 1Y | +2.4% | -43.7% | +46.1% | +13.5% |
| 3Y | +46.3% | -19.7% | +65.9% | +47.2% |
| All | +44.2% | -11.8% | +56.1% | +42.1% |
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