+2.3%
XLY vs TSCO
-29.6%
+31.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | 0.0% | +3.6% |
| 7D | +6.1% | +15.7% | -9.7% | +3.9% |
| 30D | +10.8% | +16.4% | -5.6% | +8.3% |
| 3M | +3.6% | +11.2% | -7.6% | +2.0% |
| 6M | +4.4% | +14.9% | -10.6% | +2.1% |
| YTD | +3.1% | -25.4% | +28.5% | +6.9% |
| All | +2.3% | -29.6% | +31.9% | +8.3% |
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