+215.2%
XLY vs TSCO
+185.7%
+29.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | -1.7% | -5.7% | +4.0% | +0.3% |
| 30D | -4.2% | -8.8% | +4.6% | -1.1% |
| 3M | -2.7% | +6.3% | -9.0% | -5.2% |
| 6M | -0.6% | -32.3% | +31.6% | +13.4% |
| YTD | -5.0% | -32.7% | +27.7% | +8.1% |
| 1Y | -4.1% | -43.7% | +39.6% | +16.6% |
| 3Y | +33.6% | -19.7% | +53.3% | +37.6% |
| 5Y | +28.7% | -11.6% | +40.3% | +25.8% |
| All | +215.2% | +185.7% | +29.4% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling