+26.9%
XLV vs TSCO
-40.6%
+67.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.2% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | +4.4% | +5.5% | -1.0% | +3.5% |
| 3M | +13.2% | +20.0% | -6.7% | +9.5% |
| 6M | +10.1% | -29.8% | +39.9% | +17.3% |
| YTD | +11.7% | -28.7% | +40.4% | +18.2% |
| 1Y | +26.9% | -40.9% | +67.8% | +39.9% |
| All | +26.9% | -40.6% | +67.6% | +39.9% |
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