+889.2%
XLV vs TSCO
+14,863.8%
-13,974.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -3.6% | -5.7% | +2.1% | -2.6% |
| 30D | -1.8% | -8.8% | +6.9% | -0.3% |
| 3M | +7.8% | +6.3% | +1.5% | +6.5% |
| 6M | +9.1% | -32.3% | +41.4% | +15.9% |
| YTD | +7.7% | -32.7% | +40.4% | +14.4% |
| 1Y | +20.4% | -43.7% | +64.1% | +31.6% |
| 3Y | +30.8% | -19.7% | +50.4% | +33.5% |
| 5Y | +34.6% | -11.6% | +46.2% | +34.1% |
| 10Y | +173.4% | +184.1% | -10.7% | +122.0% |
| All | +889.2% | +14,863.8% | -13,974.6% | +363.5% |
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