+1,106.7%
XLY vs TSCO
+14,863.8%
-13,757.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -1.7% | -5.7% | +4.0% | -0.1% |
| 30D | -4.2% | -8.8% | +4.6% | -1.8% |
| 3M | -2.7% | +6.3% | -9.0% | -4.6% |
| 6M | -0.6% | -32.3% | +31.6% | +9.6% |
| YTD | -5.0% | -32.7% | +27.7% | +4.6% |
| 1Y | -4.1% | -43.7% | +39.6% | +10.8% |
| 3Y | +33.6% | -19.7% | +53.3% | +38.0% |
| 5Y | +28.7% | -11.6% | +40.3% | +28.8% |
| 10Y | +219.6% | +184.1% | +35.5% | +129.5% |
| All | +1,106.7% | +14,863.8% | -13,757.1% | +281.4% |
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