-29.4%
TSCO vs TXG
+406.9%
-436.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +4.2% |
| 7D | +15.7% | -19.3% | +35.0% | +15.9% |
| 30D | +16.4% | -30.9% | +47.3% | +17.3% |
| 3M | +11.2% | +41.1% | -29.9% | +7.3% |
| 6M | +14.9% | +211.9% | -196.9% | +2.7% |
| YTD | -25.4% | +314.0% | -339.4% | -34.6% |
| 1Y | -29.4% | +405.4% | -434.8% | -39.6% |
| All | -29.4% | +406.9% | -436.3% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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