+631.5%
XLU vs TSCO
+14,863.8%
-14,232.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -1.6% | -5.7% | +4.1% | -0.9% |
| 30D | -3.3% | -8.8% | +5.5% | -2.3% |
| 3M | -3.2% | +6.3% | -9.5% | -4.0% |
| 6M | -7.0% | -32.3% | +25.3% | -2.9% |
| YTD | +0.6% | -32.7% | +33.3% | +4.9% |
| 1Y | +2.4% | -43.7% | +46.1% | +9.1% |
| 3Y | +46.3% | -19.7% | +65.9% | +48.3% |
| 5Y | +44.0% | -11.6% | +55.6% | +43.4% |
| 10Y | +140.1% | +184.1% | -44.0% | +107.2% |
| All | +631.5% | +14,863.8% | -14,232.4% | +361.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling