-40.9%
TSCO vs TXG
+372.5%
-413.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +0.8% | +1.8% | -1.0% | +0.7% |
| 30D | +5.5% | +32.0% | -26.6% | +3.4% |
| 3M | +20.0% | +87.0% | -67.1% | +14.1% |
| 6M | -29.8% | +180.1% | -209.9% | -35.6% |
| YTD | -28.7% | +284.1% | -312.8% | -36.3% |
| 1Y | -40.9% | +361.7% | -402.6% | -48.9% |
| All | -40.9% | +372.5% | -413.4% | -48.9% |
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