+32.9%
XLV vs TSCO
-28.6%
+61.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.2% | +2.3% |
| 7D | +5.5% | +15.7% | -10.2% | +2.9% |
| 30D | +13.3% | +16.4% | -3.1% | +10.2% |
| 3M | +17.4% | +11.2% | +6.2% | +15.1% |
| 6M | +32.1% | +14.9% | +17.2% | +28.5% |
| YTD | +24.0% | -25.4% | +49.5% | +30.1% |
| 1Y | +32.9% | -29.4% | +62.3% | +41.6% |
| All | +32.9% | -28.6% | +61.5% | +41.6% |
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 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