+33.6%
XLY vs TSCO
-19.8%
+53.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -1.7% | -5.7% | +4.0% | -0.3% |
| 30D | -4.2% | -8.8% | +4.6% | -2.1% |
| 3M | -2.7% | +6.3% | -9.0% | -4.4% |
| 6M | -0.6% | -32.3% | +31.6% | +9.9% |
| YTD | -5.0% | -32.7% | +27.7% | +4.7% |
| 1Y | -4.1% | -43.7% | +39.6% | +11.5% |
| 3Y | +33.6% | -19.7% | +53.3% | +36.8% |
| All | +33.6% | -19.8% | +53.4% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling